Quantitative Analysis
Parallel Processing
Numerical Analysis
C++ Multithreading
Python for Excel
Python Utilities
Services
Author

I. Wavelet calculations.
1. Calculation of scaling filters.
2. Calculation of scaling functions.
3. Calculation of wavelets.
4. Convergence of cascade procedure.
5. Direct verification of wavelet properties.
6. Adapting scaling function to the interval [0,1].
7. Adapting wavelets to the interval [0,1].
II. Calculation of approximation spaces in one dimension.
III. Calculation of approximation spaces in one dimension II.
IV. One dimensional problems.
V. Stochastic optimization in one dimension.
VI. Scalar product in N-dimensions.
VII. Wavelet transform of payoff function in N-dimensions.
VIII. Solving N-dimensional PDEs.
Downloads. Index. Contents.

Direct verification of wavelet properties.


he scripts "_run_approximation.py", "_run_orthogonality.py" and "_run_moments.py" in the directory "OTSProjects\python\wavelet" directly verify the properties MATH MATH MATH





Downloads. Index. Contents.


















Copyright 2007