The development of economic-financial diagnostic models, using fuzzy logic tools, has resulted in important applications. It is possible to identify a matrix of economic-financial knowledge (Matrix R), which simulates the analyst's behaviour evaluating the health of a firm. The proposed models,...

In this paper, we study the statistical properties of the method of regularization with radial basis functions in the context of linear inverse problems. Radial basis function regularization is widely used in machine learning because of its demonstrated effectiveness in numerous applications and...

We propose a stable non-parametric algorithm for the calibration of pricing models for portfolio credit derivatives: given a set of observations of market spreads for CDO tranches, we construct a risk-neutral default intensity process for the portfolio underlying the CDO which matches these...

In nonparametric instrumental variable estimation, the function being estimated is the solution to an integral equation. A solution may not exist if, for example, the instrument is not valid. This paper discusses the problem of testing the null hypothesis that a solution exists against the...

We propose a semiparametric IGARCH model that allows for persistence invariance but also allows for more flexible functional form. We assume that thedifference of the squared process is weakly stationary. We propose an estimationstrategy based on the nonparametric instrumental variable method....

We consider the steady Stokes equations in a bounded domain Ω⊂Rn,n=2,3 describing the motion of an incompressible viscous fluid under the action of point-forces located inside Ω. The objective of this work is to solve the inverse problem of determining the number, location and strength of...

This study presents numerical schemes for solving two three-dimensional parabolic inverse problems. These schemes are developed for indentifying the parameter p(t) which satisfy ut=uxx+uyy+uzz+p(t)u+φ, in R×(0,T], u(x,y,z,0)=f(x,y,z),(x,y,z)∈R=[0,1]3. It is assumed that u is known on the...

This work presents a model for the nitrogen concentration in iron nitride layers at the quasi-steady state and a method for computing the diffusion coefficients for post-discharge nitriding. The method is based upon an inverse problem of coefficient identification. The related moving boundary...