Browsing 01 Mathematical Sciences by Author "Piccardi Massimo"

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Browsing 01 Mathematical Sciences by Author "Piccardi Massimo"

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  • Bruti Liberati Nicola; Martini Fillipo; Piccardi Massimo; Platen Eckhard (Elsevier, 2008)
    Monte Carlo simulation of weak approximation of stochastic differential equations constitutes an intensive computational task. In applications such as finance, for instance, to achieve "real time" execution, as often ...
  • Otoom Ahmed; Gunes Hatice; Concha Oscar; Piccardi Massimo (Springer U K, 2011)
    The curse of dimensionality hinders the effectiveness of density estimation in high dimensional spaces. Many techniques have been proposed in the past to discover embedded, locally linear manifolds of lower dimensionality, ...