Computational methods are presented for spline smoothing that make it practical to compute smoothing splines of degrees other than just the standard cubic case. Specifically, an order n algorithm is ...
An algorithm is described for smoothing data points on the plane. The observation region is divided into cells and each group of four adjoining cells is tested to see whether it can be accepted that ...
In the process of loan pricing, stress testing, capital allocation, modeling of probability of default (PD) term structure and International Financial Reporting Standard 9 expected credit loss ...
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