Efficient adaptive regression spline algorithms based on mapping approach with a case study on finance
DOI10.1007/S10898-014-0211-1zbMATH Open1308.65018OpenAlexW2090225957MaRDI QIDQ740643FDOQ740643
Authors: Elcin Kartal Koc, Cem Iyigun, İnci Batmaz, Gerhard-Wilhelm Weber 
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
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optimizationdata miningregression splinesCMARSmultivariate adaptive regression splines (MARS)interest rate estimationself organizing maps
Nonparametric regression and quantile regression (62G08) Multivariate analysis (62H99) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical computation using splines (65D07) Numerical methods (including Monte Carlo methods) (91G60)
Cites Work
- CMARS: A new contribution to nonparametric regression with multivariate adaptive regression splines supported by continuous optimization
- Multivariate adaptive regression splines
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- Mining the customer credit using classification and regression tree and multivariate adaptive regression splines
- Bayesian curve-fitting with free-knot splines
- Automatic Bayesian Curve Fitting
- New approaches to regression by generalized additive models and continuous optimization for modern applications in finance, science and technology
- Flexible Parsimonious Smoothing and Additive Modeling
- Polynomial splines and their tensor products in extended linear modeling. (With discussions)
- Hybrid Adaptive Splines
- Spatially Adaptive Regression Splines and Accurate Knot Selection Schemes
- Self-organization and associative memory.
- RCMARS: robustification of CMARS with different scenarios under polyhedral uncertainty set
- Restructuring forward step of MARS algorithm using a new knot selection procedure based on a mapping approach
- A computational approach to nonparametric regression: bootstrapping CMARS method
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