References
- Akume, D. A. (2007). Risk Constrained Dynamic Portfolio Management, Doctoral's Thesis, University of Yaounde I, Department of Mathematics.
- Aster, R., Borchers, B. & Thurber, C. (2005). Parameter Estimation and Inverse Problems, Elsevier Academic Press, London.
- Boyd, S. & Vandenberghe, L. (2004). Convex Optimization, Cambridge University Press, Cambridge.
- Buja, A., Hastie, T. & Tibshirani, R. (1989). Linear smoothers and additive models, The Ann. Stat.17(2): 453-510.10.1214/aos/1176347115
- De Boor, C. (2001). Practical Guide to Splines. Springer Verlag, New York.
- Friedman, J. H. & Stuetzle, W. (1981). Projection pursuit regression, J. Amer. Statist Assoc.76: 817-823.
- Hastie, T. & Tibshirani, R. (1987). Generalized additive models: some applications, J. Amer. Statist. Assoc.82(398): 371-386.
- Hastie, T., Tibshirani, R. & Friedman, J. H. (2001). The Element of Statistical Learning, Springer Verlag, New York.
- Işcanoğlu Çekiç, A., Weber G.-W. & Taylan, P. (2007). Predicting Default Probabilities with Generalized Additive Models for Emerging Markets, Invited Lecture, Graduate Summer School on New Advances in Statistics, METU, August 11-24, 2007. http://144.122.137.55/gweber/
- Kloeden, P. E, Platen, E. & Schurz, H. (1994). Numerical Solution of SDE Through Computer Experiments, Springer Verlag, New York.
- Nash, G., and Sofer, A. (1996). Linear and nonlinear programming, McGraw-Hill, New York.
- Nemirovski, A.(2002) Five lectures on modern convex optimization, Available from: http://iew3.technion.ac.il/Labs/Opt/opt/LN/Final.pdf
- Nesterov, Y. E. & Nemirovskii, A. S. (1994) Interior Point Methods in Convex Programming, SIAM Publications, Philadelphia.
- Øksendal, B. K. (2003). Stochastic Differential Equations: An Introduction with Applications, Springer, Berlin.
- Seydel, R. U. (2003). Tools for Computational Finance, Springer, Berlin.
- Taylan, P. & Weber, G.-W. (2007). New approaches to regression in financial mathematics by additive models, J. Comp. Techn.12(2): 3-22.
- Taylan, P. & Weber, G.-W. (2007) Approximation of stochastic differential equations by additive models using splines and conic programming, to appear in the proceedings of CASYS'07, Eighth International Conference on Computing Anticipatory Systems, Edited by Dubois, D. M. American Institute of Physics.
- Taylan, P., Weber, G.-W. & Beck, A. (2007) New approaches to regression by generalized additive, models and continuous optimization for modern applications in finance, science and technology, Optimization56(5-6): 675-698.