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Mean-reverting portfolio design via majorization-minimization method.
Ziping Zhao
Daniel P. Palomar
Published in:
ACSSC (2016)
Keyphrases
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dynamic programming
detection method
high precision
objective function
similarity measure
significant improvement
experimental evaluation
segmentation method
pairwise
optimization method
theoretical analysis
global minimization
design process
medical images
computational cost
cost function
preprocessing