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Stochastic volatility (SV) models take a very important role in financial market, while there still exist some difficulties in estimating parameters in SV models. In this paper, a unified parameter estimation algorithm is proposed to estimate continuous-time SV model. Parameters in equity prices and volatilities stochastic processes are estimated separately after orthogonalization of Brownian motion...
With the continuous shrinking of technology nodes, lithography hotspot detection and elimination in the physical verification phase is of great value. Recently machine learning and pattern matching based methods have been extensively studied to overcome runtime overhead problem of expensive full-chip lithography simulation. However, there is still much room for improvement in terms of accuracy and...
Based on the fact that the flue gas oxygen content in power plant is hard to detect effectively, a soft-sensing model based on kernel fuzzy C-means clustering and local modeling method is proposed from improving the online self-adaptive ability of the soft-sensing model. Firstly, several sub-sample sets are formed by using kernel fuzzy C-means clustering algorithm to cluster analysis of the history...
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