New approaches to regression by generalized additive models and continuous optimization for modern applications in finance, science and technology - Taylan, P.; Weber, G.-W.; Beck, A. (Optimization, 2007)
Keywords: Algorithms; Backfitting (Gauss-Seidel) algorithm; Classification; Clustering; Conic quadratic programming; Continuous optimization; Curvature; Density; Financial mathematics; Generalized additive model; Mathematical models; Mathematics Subject Classifications 2000; Optimization algorithms; Optimization techniques; Penalty methods; Quadratic programming; Regression; Regression analysis; Separation of variables; Statistical learning; Studies; Variation