Search results for "Non-parametric"
showing 3 items of 13 documents
Neural Classification of Compost Maturity by Means of the Self-Organising Feature Map Artificial Neural Network and Learning Vector Quantization Algo…
2019
Self-Organising Feature Map (SOFM) neural models and the Learning Vector Quantization (LVQ) algorithm were used to produce a classifier identifying the quality classes of compost, according to the degree of its maturation within a period of time recorded in digital images. Digital images of compost at different stages of maturation were taken in a laboratory. They were used to generate an SOFM neural topological map with centres of concentration of the classified cases. The radial neurons on the map were adequately labelled to represent five suggested quality classes describing the degree of maturation of the composted organic matter. This enabled the creation of a neural separator classify…
CALIBRATION OF LÉVY PROCESSES USING OPTIMAL CONTROL OF KOLMOGOROV EQUATIONS WITH PERIODIC BOUNDARY CONDITIONS
2018
We present an optimal control approach to the problem of model calibration for L\'evy processes based on a non parametric estimation procedure. The calibration problem is of considerable interest in mathematical finance and beyond. Calibration of L\'evy processes is particularly challenging as the jump distribution is given by an arbitrary L\'evy measure, which form a infinite dimensional space. In this work, we follow an approach which is related to the maximum likelihood theory of sieves. The sampling of the L\'evy process is modelled as independent observations of the stochastic process at some terminal time $T$. We use a generic spline discretization of the L\'evy jump measure and selec…