Financial volatility estimation using functional gradient descent algorithm.
Steve S. ChungXu-Feng NiuPublished in: Model. Assist. Stat. Appl. (2017)
Keyphrases
- estimation algorithm
- cost function
- objective function
- preprocessing
- times faster
- learning algorithm
- matching algorithm
- computational complexity
- optimization algorithm
- recognition algorithm
- detection algorithm
- segmentation algorithm
- worst case
- error function
- parameter estimation
- high accuracy
- experimental evaluation
- np hard
- significant improvement
- search space
- expectation maximization
- em algorithm
- dynamic programming
- k means
- evolutionary algorithm
- optimal solution
- learning rules
- estimation accuracy
- similarity measure