Advanced Stochastic Approaches Based on Optimization of Lattice Sequences for Large-Scale Finance Problems.
Venelin TodorovIvan DimovRayna GeorgievaStoyan ApostolovStoyan PoryazovPublished in: LSSC (2021)
Keyphrases
- optimization problems
- optimization approaches
- stochastic optimization
- neural network
- hidden markov models
- np complete
- combinatorial optimization
- problems involving
- constrained optimization
- optimization strategies
- stochastic programming
- solving problems
- mathematical programming
- data sets
- data mining tasks
- computational biology
- data mining techniques
- computational intelligence
- discrete optimization
- stochastic search
- multi objective
- objective function
- machine learning
- monte carlo methods
- stochastic optimization problems