A Radial Basis Function Approach to Financial Time Series Analysis

Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of practical techniques to address important estimation and confidence issues for Radial Basis Function networks arising from such a data driven approach, including efficient methods for parameter estimation and pruning, a pointwise prediction error estimator, and a methodology for controlling the "data mining'' problem. Novel applications in the finance area are described, including customized, adaptive option pricing and stock price prediction.

Probabilistic Analysis of Multistage Interconnection Network Performance

We present methods of calculating the value of two performance parameters for multipath, multistage interconnection networks: the normalized throughput and the probability of successful message transmission. We develop a set of exact equations for the loading probability mass functions of network channels and a program for solving them exactly. We also develop a Monte Carlo method for approxmiate solution of the equations, and show that the resulting approximation method will always calculate the values of the performance parameters more quickly than direct simulation.

Example Based Image Analysis and Synthesis

Image analysis and graphics synthesis can be achieved with learning techniques using directly image examples without physically-based, 3D models. In our technique: -- the mapping from novel images to a vector of "pose" and "expression" parameters can be learned from a small set of example images using a function approximation technique that we call an analysis network; -- the inverse mapping from input "pose" and "expression" parameters to output images can be synthesized from a small set of example images and used to produce new images using a similar synthesis network. The techniques described here have several applications in computer graphics, special effects, interactive multimedia and very low bandwidth teleconferencing.

A Unified Framework for Regularization Networks and Support Vector Machines

Regularization Networks and Support Vector Machines are techniques for solving certain problems of learning from examples -- in particular the regression problem of approximating a multivariate function from sparse data. We present both formulations in a unified framework, namely in the context of Vapnik's theory of statistical learning which provides a general foundation for the learning problem, combining functional analysis and statistics.