First-order derivatives: n additional function calls are needed. Second-order derivatives based on gradient calls, when the "grd" module is specified (Dennis and Schnabel 1983): n additional gradient ...

Casey Murphy has fanned his passion for finance through years of writing about active trading, technical analysis, market commentary, exchange-traded funds (ETFs), commodities, futures, options, and ...

Abstract: We consider the problem of online sparse linear approximation, where a learner sequentially predicts the best sparse linear approximations of an as yet unobserved sequence of measurements in ...

Learn how the Least Squares Criterion determines the line of best fit for data analysis, enhancing predictive accuracy in finance, economics, and investing.

Abstract: The successive convex approximation (SCA) methods stand out as the viable option for nonlinear optimization-based control, as it effectively addresses the challenges posed by nonlinear ...