Soft Computing in Economics and Finance
Currently the methods of Soft Computing are successfully used for risk analysis in: budgeting, e-commerce development, portfolio selection, Black-Scholes option pricing models, corporate acquisition systems, evaluating investments in advanced manufacturing technology, interactive fuzzy interval reas...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2011.
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Edición: | 1st ed. 2011. |
Colección: | Intelligent Systems Reference Library,
6 |
Temas: | |
Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Introduction
- Convex Probabilistic Wavelet like Approximation
- Bidimensional Constrained Wavelet like Approximation
- Multidimensional Probabilistic Scale Approximation
- Multidimensional probabilistic approximation in wavelet like structure.- About L-Positive Approximations: About Shape Preserving Weighted Uniform Approximation
- Jackson-Type Nonpositive Approximations for Definite Integrals.- Discrete Best L1 Approximation using the Gauges Way
- Quantitative Uniform Convergence of Smooth Picard Singular Integral Operators
- Global Smoothness and Simultaneous Approximation by Smooth Picard Singular Operators
- Convergence Results.- Approximation with Rates by Fractional Smooth Picard
- Singular Operators
- Multivariate Generalized Picard Singular Integral Operators
- Approximation by q-Gauss-Weierstrass Singular Integral Operators.- Quantitative Approximation by Univariate Shift-Invariant
- Integral Operators.