Posters submitted to the poster session:
- F. Aràndiga, R. Donat, L. Romani, M. Rossini, ENO/WENO RBF techniques
- V. Bayona, R. Campagna, S. Cuomo, Toward a RBF-based fitting model in the Laplace Transform Inversion framework
- J.P. Berrut, S. De Marchi, G.Elefante, F. Marchetti, Treating the Gibbs phenomenon in barycentric rational interpolation via the S-Gibbs algorithm
- R. Cavoretto, A. De Rossi, M. S. Mukhametzhanov, Ya. D. Sergeyev, Selection of the shape parameter in RBF interpolation using univariate global optimization technique
- R. Cavoretto, A. De Rossi, Adaptive algorithms for RBF collocation
- S. Cuomo, E. Di Lorenzo, V. Di Somma, Estimating a basket option price via a RBF approach under a multi-assets Heston model
- S. Cuomo, F. Sica, G. Toraldo, Greeks computation by means of RBF-PU methods
- S. De Marchi, F. Marchetti, E. Perracchione, D. Poggiali, Fake nodes
- M. Gatto, F. Marcuzzi, An algorithm for model-based denoising of input-output data
- I. Markovsky, A. Fazzi, and N. Guglielmi, Applications of common factor computation in signal processing
- A. Neisy, S. De Marchi and M. Bidarvand, Pricing Catastrophe Bonds with Default Risk using RBF Method
- A. Neisy, S. Cuomo, R. Jalili, N. Mahmoudpour, A Radial Basis Function-based Partition of Unity (PU) Method For Solving Fixed-Rate Mortgages Model