Continuous optimization applied in MARS for modern applications in finance, science and technology

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dc.contributor.authorTaylan, Pakize
dc.contributor.authorWeber, Gerhard-Wilhelm
dc.contributor.authorYerlikaya, Fatma
dc.date.accessioned2024-04-24T17:33:25Z
dc.date.available2024-04-24T17:33:25Z
dc.date.issued2008
dc.departmentDicle Üniversitesien_US
dc.description20th International Conference/Euro Mini Conference on Continuous Optimization and Knowledge-Based Technologies (EurOPT 2008) -- MAY 20-23, 2008 -- Neringa, LITHUANIAen_US
dc.description.abstractMultivariate adaptive regression spline (MARS) denotes a tool from statistics, important in classification and regression, with applicability in many areas of finance, science and technology. It is very useful in high dimensions and shows a great promise for fitting nonlinear multivariate functions. The MARS algorithm for estimating the model function consists of two subalgorithms. We propose not to use the second one (backward stepwise algorithm), but we construct a penalized residual sum of squares for a Tikhonov regularization problem which we treat using continuous optimization, considered to become a complementary technology and alternative to the backward stepwise algorithm. Especially, we employ conic quadratic programming (CQP), permitting the use of interior point methods.en_US
dc.description.sponsorshipEuropean Assoc Operat Res Soc,Inst Math & Informat,Vilnius Gediminas Tech Univ,Lithuanian Operat Res Soc,EURO WG Continuous Optimizat,German OR Soc,European Chapter Metaheurist,European Chapter Combinatorial Optimizat,IBM Europe,Kaunas Univ Technolen_US
dc.identifier.endpage+en_US
dc.identifier.isbn978-9955-28-283-9
dc.identifier.scopus2-s2.0-75749145693
dc.identifier.scopusqualityN/A
dc.identifier.startpage317en_US
dc.identifier.urihttps://hdl.handle.net/11468/20673
dc.identifier.wosWOS:000258881100055
dc.identifier.wosqualityN/A
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoenen_US
dc.publisherVilnius Gediminas Technical Univ Press, Technikaen_US
dc.relation.ispartof20th International Conference, Euro Mini Conference Continuous Optimization and Knowledge-Based Technologies, Europt'2008
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectRegressionen_US
dc.subjectMarsen_US
dc.subjectPenalty Methodsen_US
dc.subjectContinuous Optimizationen_US
dc.subjectCqpen_US
dc.subjectConvexityen_US
dc.subjectStatistics.en_US
dc.titleContinuous optimization applied in MARS for modern applications in finance, science and technologyen_US
dc.titleContinuous optimization applied in MARS for modern applications in finance, science and technology
dc.typeConference Objecten_US

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