Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure.
Dietmar BauerMartin WagnerPublished in: Comput. Stat. Data Anal. (2009)
Keyphrases
- learning algorithm
- cost function
- preprocessing
- dynamic programming
- worst case
- high accuracy
- recognition algorithm
- times faster
- tree structure
- segmentation algorithm
- theoretical analysis
- particle swarm optimization
- objective function
- computational complexity
- computational cost
- mathematical analysis
- graph structure
- matching algorithm
- mathematical model
- detection algorithm
- k means
- experimental evaluation
- feature space
- significant improvement
- data analysis
- simulated annealing
- neural network
- simulation study
- np hard
- probabilistic model
- estimation algorithm
- stochastic simulation