Weak Kyle-Back Equilibrium Models for Max and ArgMax.
Arturo Kohatsu-HigaSalvador Ortiz-LatorrePublished in: SIAM J. Financial Math. (2010)
Keyphrases
- probabilistic model
- variational inequalities
- complex systems
- machine learning algorithms
- mathematical models
- classification models
- computational models
- neural network model
- statistical methods
- statistical models
- computer vision
- parameter estimation
- hidden markov models
- prior knowledge
- optimal solution
- decision trees
- e learning