Нові підходи регресії у фінансовій математиці і науках про життя з використанням адитивних моделей

• Date: 2008
• Main Authors: Taylan, P., Weber, G.-W.
• Format: Article
• Language: English
• Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2008
• Online Access: http://journal.iasa.kpi.ua/article/view/108913
• Journal Title: System research and information technologies

This paper introduces into and improves the theoretical research done by the authors in the last two years in the applied area of GAMs (generalized additive models) which belong to the modern statistical learning, important in many areas of prediction, e.g., in financial mathematics and life science...