An alternative algorithm for regularization of noisy volatility calibration in Finance.
Medarhri IbtissamRajae AboulaichDebit NaimaPublished in: ARIMA J. (2016)
Keyphrases
- preprocessing
- learning algorithm
- cost function
- prior information
- significant improvement
- experimental evaluation
- detection algorithm
- computational complexity
- optimization algorithm
- worst case
- computational cost
- recognition algorithm
- expectation maximization
- semi supervised
- search space
- objective function
- probabilistic model
- genetic algorithm
- k means
- input data
- clustering algorithm
- search algorithm
- matching algorithm
- computer vision
- optimal solution