A Dimension Reduction Shannon-Wavelet Based Method for Option Pricing.

Duy-Minh Dang Luis Ortiz-Gracia

Published in: J. Sci. Comput. (2018)

Keyphrases

dimension reduction
pattern recognition
clustering method
neural network
k means
computer vision
similarity measure
bayesian networks
objective function
pairwise
high dimensional
long term
support vector machine
high dimensional data
cluster analysis