Method of Musical Composition for the Portfolio Optimization Problem.
Román Anselmo Mora GutiérrezAntonin PonsichEric Alfredo Rincón GarcíaSergio Gerardo de-los-Cobos-SilvaMiguel Angel Gutiérrez-ÁndradePedro Lara VelázquezPublished in: MICAI (2) (2016)
Keyphrases
- significant improvement
- high accuracy
- synthetic data
- dynamic programming
- experimental evaluation
- fully automatic
- segmentation method
- computationally efficient
- pairwise
- feature set
- combinatorial optimization
- high precision
- clustering method
- detection algorithm
- input data
- objective function
- cost function
- feature space
- preprocessing