An adaptive splitting method for the Cox-Ingersoll-Ross process.
Cónall KellyGabriel J. LordPublished in: CoRR (2021)
Keyphrases
- similarity measure
- learning algorithm
- experimental evaluation
- probabilistic model
- high accuracy
- feature set
- computational complexity
- significant improvement
- fully automatic
- support vector machine svm
- training process
- neural network
- optimization process
- matching algorithm
- cross validation
- optimization algorithm
- theoretical analysis
- computationally efficient
- mutual information
- support vector machine