An incremental bundle method for portfolio selection problem under second-order stochastic dominance.
Jian LvZe-Hao XiaoLi-Ping PangPublished in: Numer. Algorithms (2020)
Keyphrases
- segmentation method
- experimental evaluation
- detection method
- high accuracy
- high order
- preprocessing
- significant improvement
- similarity measure
- dynamic programming
- support vector machine
- probabilistic model
- cost function
- feature extraction
- denoising
- computational cost
- support vector machine svm
- segmentation algorithm
- pairwise
- high precision
- reinforcement learning
- stochastic dominance