Numerical solution for ruin probability of continuous time model based on neural network algorithm.
Tao ZhouXia LiuMuzhou HouChunhui LiuPublished in: Neurocomputing (2019)
Keyphrases
- neural network
- numerical solution
- optimal solution
- computational complexity
- cost function
- np hard
- objective function
- dynamic programming
- expectation maximization
- linear programming
- segmentation algorithm
- similarity measure
- particle swarm optimization
- feature space
- segmentation method
- belief propagation
- prior information
- partial differential equations