Non-Stationary Contextual Pricing with Safety Constraints.
Dheeraj BabyJianyu XuYu-Xiang WangPublished in: Trans. Mach. Learn. Res. (2023)
Keyphrases
- non stationary
- adaptive algorithms
- contextual information
- autoregressive
- random fields
- concept drift
- white noise
- stock price
- blind source separation
- change point detection
- financial time series
- financial markets
- temporal evolution
- data mining
- empirical mode decomposition
- image quality
- image data
- multi component
- fractional brownian motion
- image analysis