This article introduces a fastmeshless algorithm for the numerical solution nonlinear partial differential equations(PDE)by Radial Basis Functions(RBFs)approximation connected with the Total Variation(TV)-basedminimiz...This article introduces a fastmeshless algorithm for the numerical solution nonlinear partial differential equations(PDE)by Radial Basis Functions(RBFs)approximation connected with the Total Variation(TV)-basedminimization functional and to show its application to image denoising containing multiplicative noise.These capabilities used within the proposed algorithm have not only the quality of image denoising,edge preservation but also the property of minimization of staircase effect which results in blocky effects in the images.It is worth mentioning that the recommended method can be easily employed for nonlinear problems due to the lack of dependence on a mesh or integration procedure.The numerical investigations and corresponding examples prove the effectiveness of the recommended algorithm regarding the robustness and visual improvement as well as peak-signal-to-noise ratio(PSNR),signal-to-noise ratio(SNR),and structural similarity index(SSIM)corresponded to the current conventional TV-based schemes.展开更多
Price prediction plays a crucial role in portfolio selection (PS). However, most price prediction strategies only make a single prediction and do not have efficient mechanisms to make a comprehensive price prediction....Price prediction plays a crucial role in portfolio selection (PS). However, most price prediction strategies only make a single prediction and do not have efficient mechanisms to make a comprehensive price prediction. Here, we propose a comprehensive price prediction (CPP) system based on inverse multiquadrics (IMQ) radial basis function. First, the novel radial basis function (RBF) system based on IMQ function rather than traditional Gaussian (GA) function is proposed and centers on multiple price prediction strategies, aiming at improving the efficiency and robustness of price prediction. Under the novel RBF system, we then create a portfolio update strategy based on kernel and trace operator. To assess the system performance, extensive experiments are performed based on 4 data sets from different real-world financial markets. Interestingly, the experimental results reveal that the novel RBF system effectively realizes the integration of different strategies and CPP system outperforms other systems in investing performance and risk control, even considering a certain degree of transaction costs. Besides, CPP can calculate quickly, making it applicable for large-scale and time-limited financial market.展开更多
In this paper, by using multivariate divided differences to approximate the partial derivative and superposition, we extend the multivariate quasi-interpolation scheme based on dimension-splitting technique which can ...In this paper, by using multivariate divided differences to approximate the partial derivative and superposition, we extend the multivariate quasi-interpolation scheme based on dimension-splitting technique which can reproduce linear polynomials to the scheme quadric polynomials. Furthermore, we give the approximation error of the modified scheme. Our multivariate multiquadric quasi-interpolation scheme only requires information of lo- cation points but not that of the derivatives of approximated function. Finally, numerical experiments demonstrate that the approximation rate of our scheme is significantly im- proved which is consistent with the theoretical results.展开更多
文摘This article introduces a fastmeshless algorithm for the numerical solution nonlinear partial differential equations(PDE)by Radial Basis Functions(RBFs)approximation connected with the Total Variation(TV)-basedminimization functional and to show its application to image denoising containing multiplicative noise.These capabilities used within the proposed algorithm have not only the quality of image denoising,edge preservation but also the property of minimization of staircase effect which results in blocky effects in the images.It is worth mentioning that the recommended method can be easily employed for nonlinear problems due to the lack of dependence on a mesh or integration procedure.The numerical investigations and corresponding examples prove the effectiveness of the recommended algorithm regarding the robustness and visual improvement as well as peak-signal-to-noise ratio(PSNR),signal-to-noise ratio(SNR),and structural similarity index(SSIM)corresponded to the current conventional TV-based schemes.
文摘Price prediction plays a crucial role in portfolio selection (PS). However, most price prediction strategies only make a single prediction and do not have efficient mechanisms to make a comprehensive price prediction. Here, we propose a comprehensive price prediction (CPP) system based on inverse multiquadrics (IMQ) radial basis function. First, the novel radial basis function (RBF) system based on IMQ function rather than traditional Gaussian (GA) function is proposed and centers on multiple price prediction strategies, aiming at improving the efficiency and robustness of price prediction. Under the novel RBF system, we then create a portfolio update strategy based on kernel and trace operator. To assess the system performance, extensive experiments are performed based on 4 data sets from different real-world financial markets. Interestingly, the experimental results reveal that the novel RBF system effectively realizes the integration of different strategies and CPP system outperforms other systems in investing performance and risk control, even considering a certain degree of transaction costs. Besides, CPP can calculate quickly, making it applicable for large-scale and time-limited financial market.
文摘In this paper, by using multivariate divided differences to approximate the partial derivative and superposition, we extend the multivariate quasi-interpolation scheme based on dimension-splitting technique which can reproduce linear polynomials to the scheme quadric polynomials. Furthermore, we give the approximation error of the modified scheme. Our multivariate multiquadric quasi-interpolation scheme only requires information of lo- cation points but not that of the derivatives of approximated function. Finally, numerical experiments demonstrate that the approximation rate of our scheme is significantly im- proved which is consistent with the theoretical results.
