Empirical Research on Futures Trading Strategy Based on Time Series Algorithm.
Shi YaoYan HongfeiYing SipingChong ChenQi SuPublished in: CCIR (2020)
Keyphrases
- np hard
- k means
- theoretical analysis
- dynamic programming
- times faster
- cost function
- detection algorithm
- preprocessing
- classification algorithm
- significant improvement
- learning algorithm
- worst case
- high accuracy
- simulated annealing
- optimization algorithm
- improved algorithm
- estimation algorithm
- recognition algorithm
- expectation maximization
- computationally efficient
- support vector machine svm
- linear programming
- probabilistic model
- lower bound
- matching algorithm
- objective function
- convex hull
- data mining
- neural network
- data sets