Optimal buying at the global minimum in a regime switching model.

Aijun Yang Yue Liu Ju Xiang Hongqiang Yang

Published in: Math. Soc. Sci. (2016)

Keyphrases

cost function
global minimum
statistical model
bayesian networks
multiscale
parameter estimation
error function
similarity measure
objective function
pairwise
probabilistic model
particle swarm optimization
em algorithm
energy minimization