In this paper we give a generalized model of the interest rates term structure including Nelson-Siegel and Svensson structure. For that we introduce a continuous m-factor exponential-polynomial form of forward interest rates and demonstrate its considerably better performance in a fitting of the...

A pairwise clustering approach is applied to the analysis of the Dow Jones index companies, in order to identify similar temporal behavior of the traded stock prices. To this end, the chaotic map clustering algorithm is used, where a map is associated to each company and the correlation...

In this paper we give a generalized model of the interest rates term structure including Nelson-Siegel and Svensson structure. For that we introduce a continuous m-factor exponential-polynomial form of forward interest rates and demonstrate its considerably better performance in a fitting of the...

In modern statistics, the robust estimation of parameters of a regression hyperplane is a central problem. Robustness means that the estimation is not or only slightly affected by outliers in the data. In this paper, it is shown that the following robust estimators are hard to compute: LMS, LQS,...

This article describes how parallel to the continuous growth of the Internet, which allows people to share and collaborate more, social networks have become more attractive as a research topic in many different disciplines. Community structures are established upon interactions between people....

Cognitive knowledge learning (CKL) is a fundamental methodology for cognitive robots and machine learning. Traditional technologies for machine learning deal with object identification, cluster classification, pattern recognition, functional regression and behavior acquisition. A new category of...

Query processing in distributed databases involves data transmission amongst sites capable of providing answers to a distributed query. For this, a distributed query processing strategy, which generates efficient query processing plans for a given distributed query, needs to be devised. Since in...