Financial volatility estimation using functional gradient descent algorithm

Steve S. Chung; Xu-Feng Niu

doi:10.3233/mas-170406

Financial volatility estimation using functional gradient descent algorithm

Model Assisted Statistics and Applications ◽

10.3233/mas-170406 ◽

2017 ◽

Vol 12 (4) ◽

pp. 305-319

Author(s):

Steve S. Chung ◽

Xu-Feng Niu

Keyword(s):

Gradient Descent ◽

Descent Algorithm ◽

Volatility Estimation ◽

Functional Gradient ◽

Financial Volatility ◽

Gradient Descent Algorithm

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Empirical Pricing Kernel Estimation Using a Functional Gradient Descent Algorithm Based on Splines

SSRN Electronic Journal ◽

10.2139/ssrn.2034303 ◽

2012 ◽

Author(s):

Pirmin Meier ◽

Francesco Audrino

Keyword(s):

Gradient Descent ◽

Kernel Estimation ◽

Pricing Kernel ◽

Descent Algorithm ◽

Functional Gradient ◽

Gradient Descent Algorithm

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Varying infimum gradient descent algorithm for agent-server systems with uncertain communication network

IEEE Transactions on Instrumentation and Measurement ◽

10.1109/tim.2021.3070602 ◽

2021 ◽

pp. 1-1

Author(s):

Jing Chen ◽

Min Gan ◽

Quanmin Zhu ◽

Yawen Mao

Keyword(s):

Communication Network ◽

Gradient Descent ◽

Descent Algorithm ◽

Gradient Descent Algorithm ◽

Server Systems

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A Gradient Descent Algorithm for Minimizing Amino Acid Coupling Reactions when Synthesizing Cyclic-Peptide Libraries

Combinatorial Chemistry & High Throughput Screening ◽

10.2174/138620706777935333 ◽

2006 ◽

Vol 9 (7) ◽

pp. 559-563

Author(s):

Paul Darwen ◽

Tran Tran ◽

Gregory Bourne ◽

Jonathon Nielson ◽

Mark Smythe

Keyword(s):

Amino Acid ◽

Gradient Descent ◽

Cyclic Peptide ◽

Peptide Libraries ◽

Coupling Reactions ◽

Descent Algorithm ◽

Gradient Descent Algorithm

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Numerical and experimental study on liquid crystal optical phased array beam steering combined with stochastic parallel gradient descent algorithm

Optik ◽

10.1016/j.ijleo.2015.11.023 ◽

2016 ◽

Vol 127 (3) ◽

pp. 1450-1454 ◽

Cited By ~ 3

Author(s):

Yu-Bin Shi ◽

Lei Si ◽

Guo-Bin Feng ◽

Jian-Min Zhang

Keyword(s):

Experimental Study ◽

Liquid Crystal ◽

Gradient Descent ◽

Phased Array ◽

Beam Steering ◽

Descent Algorithm ◽

Gradient Descent Algorithm ◽

Stochastic Parallel Gradient Descent ◽

Optical Phased Array

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Exponential convergence of a gradient descent algorithm for a class of recurrent neural networks

38th Midwest Symposium on Circuits and Systems. Proceedings ◽

10.1109/mwscas.1995.504485 ◽

2002 ◽

Author(s):

P. Bartlett ◽

S. Dasgupta

Keyword(s):

Neural Networks ◽

Recurrent Neural Networks ◽

Gradient Descent ◽

Exponential Convergence ◽

Descent Algorithm ◽

Gradient Descent Algorithm

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A fully adaptive normalized nonlinear gradient descent algorithm for nonlinear system identification

2001 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings (Cat. No.01CH37221) ◽

10.1109/icassp.2001.940594 ◽

2002 ◽

Cited By ~ 5

Author(s):

I.R. Krcmar ◽

D.P. Mandic

Keyword(s):

System Identification ◽

Nonlinear System ◽

Gradient Descent ◽

Nonlinear System Identification ◽

Descent Algorithm ◽

Fully Adaptive ◽

Gradient Descent Algorithm

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Soft-Sign Stochastic Gradient Descent Algorithm for Wireless Federated Learning

10.1109/spawc51858.2021.9593212 ◽

2021 ◽

Author(s):

Seunghoon Lee ◽

Chanho Park ◽

Songnam Hong ◽

Yonina C. Eldar ◽

Namyoon Lee

Keyword(s):

Gradient Descent ◽

Stochastic Gradient ◽

Stochastic Gradient Descent ◽

Descent Algorithm ◽

Gradient Descent Algorithm

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Phaseless Terahertz Coded-Aperture Imaging Based on Deep Phase Compensation Gradient Descent Algorithm

10.1109/irmmw-thz50926.2021.9567380 ◽

2021 ◽

Author(s):

Fengjiao Gan ◽

Chenggao Luo ◽

Bin Deng ◽

Hongqiang Wang ◽

Chuanying Liang

Keyword(s):

Gradient Descent ◽

Coded Aperture ◽

Phase Compensation ◽

Descent Algorithm ◽

Coded Aperture Imaging ◽

Gradient Descent Algorithm

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Vehicle Sideslip Angle and Road Friction Estimation Using Online Gradient Descent Algorithm

IEEE Transactions on Vehicular Technology ◽

10.1109/tvt.2018.2875459 ◽

2018 ◽

Vol 67 (12) ◽

pp. 11475-11485 ◽

Cited By ~ 10

Author(s):

Wuwei Chen ◽

Dongkui Tan ◽

Linfeng Zhao

Keyword(s):

Gradient Descent ◽

Sideslip Angle ◽

Descent Algorithm ◽

Gradient Descent Algorithm ◽

Road Friction ◽

Friction Estimation

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Synthetic aperture imaging by using spatial modulation diversity technology with stochastic parallel gradient descent algorithm

Optics Express ◽

10.1364/oe.23.014836 ◽

2015 ◽

Vol 23 (11) ◽

pp. 14836 ◽

Cited By ~ 10

Author(s):

Haotong Ma ◽

Zongliang Xie ◽

Xuejun Long ◽

Bo Qi ◽

Ge Ren ◽

...

Keyword(s):

Gradient Descent ◽

Spatial Modulation ◽

Synthetic Aperture ◽

Synthetic Aperture Imaging ◽

Descent Algorithm ◽

Gradient Descent Algorithm ◽

Stochastic Parallel Gradient Descent ◽

Modulation Diversity

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