An Association between Bid Series and Transaction Price Facilitating Trading Decision Making Based on VPIP Algorithm.
Zhe ZhangJian JiangXiaoyan LiuHuaiqing WangPublished in: PACIS (2007)
Keyphrases
- decision making
- experimental evaluation
- optimization algorithm
- computational cost
- improved algorithm
- preprocessing
- matching algorithm
- dynamic programming
- times faster
- learning algorithm
- high accuracy
- expectation maximization
- optimal solution
- recognition algorithm
- detection algorithm
- similarity measure
- segmentation algorithm
- cost function
- computational complexity
- objective function
- theoretical analysis
- supply chain
- bayesian networks
- k means
- data streams