Dear Nonlinear, this paper is indeed impressive. He also studies explicitly the question how to approximate the first derivative. The figures and result are extremely good.. - what I did not get was the relation to double exponential regression. Is it hidden in some of the referenced approaches (I do not know?) My impression was that the approach presented would be multiple orders of magnitude more complex. (though given the quality of the results, still a valid goal..)
Cheers Klaus On May 11, 11:43 pm, nonlinear <[email protected]> wrote: > On Wednesday, May 11, 2011 5:33:55 PM UTC-4, Alexana wrote: > > > If you are looking for a bit of mathematical theory on this type of > > methodology, take a look at the attached pdf. > > ** > > ... and > this:http://math.lanl.gov/Research/Publications/Docs/chartrand-2010-numeri... -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
