A derivation of conventional portfolios and a new linear utility method.
Bujar GashiPublished in: ACC (2006)
Keyphrases
- synthetic data
- cost function
- experimental evaluation
- computational cost
- high precision
- segmentation method
- detection method
- pairwise
- clustering method
- artificial neural networks
- detection algorithm
- dynamic programming
- closed form
- fully automatic
- data sets
- computational complexity
- objective function
- reinforcement learning
- training data
- similarity measure
- neural network