An algorithm for maximizing expected log investment return.
Thomas M. CoverPublished in: IEEE Trans. Inf. Theory (1984)
Keyphrases
- experimental evaluation
- detection algorithm
- dynamic programming
- estimation algorithm
- k means
- np hard
- worst case
- improved algorithm
- objective function
- recognition algorithm
- cost function
- theoretical analysis
- learning algorithm
- experimental study
- computationally efficient
- simulated annealing
- high accuracy
- computational cost
- data structure
- optimal solution
- decision trees
- expectation maximization
- segmentation algorithm
- optimization algorithm
- significant improvement
- ant colony optimization
- matching algorithm
- path planning
- selection algorithm
- genetic algorithm
- log log