Efficient adaptive regression spline algorithms based on mapping approach with a case study on finance
DOI10.1007/s10898-014-0211-1zbMath1308.65018MaRDI QIDQ740643
Cem Iyigun, Elcin Kartal Koc, Gerhard-Wilhelm Weber, İnci Batmaz
Publication date: 4 September 2014
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-014-0211-1
optimization; data mining; regression splines; CMARS; multivariate adaptive regression splines (MARS); interest rate estimation; self organizing maps
62G08: Nonparametric regression and quantile regression
62H99: Multivariate analysis
65D07: Numerical computation using splines
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G60: Numerical methods (including Monte Carlo methods)
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