Forest of stochastic meshes: A new method for valuing high-dimensional swing options.
T. James MarshallR. Mark ReesorPublished in: Oper. Res. Lett. (2011)
Keyphrases
- detection method
- high dimensional
- cost function
- experimental evaluation
- high dimensional data
- significant improvement
- computational cost
- high precision
- noisy data
- segmentation method
- synthetic data
- clustering method
- medical images
- high dimensional spaces
- high dimensionality
- classification method
- input data
- data sets
- edge detection
- high accuracy
- similarity measure
- image sequences
- three dimensional