Fuzzy pricing of geometric Asian options and its algorithm.
Wei-Guo ZhangWei-Lin XiaoWen-Tao KongYue ZhangPublished in: Appl. Soft Comput. (2015)
Keyphrases
- experimental evaluation
- learning algorithm
- dynamic programming
- significant improvement
- search space
- improved algorithm
- segmentation algorithm
- computational cost
- preprocessing
- k means
- optimal solution
- matching algorithm
- detection algorithm
- theoretical analysis
- np hard
- convergence rate
- times faster
- high accuracy
- similarity measure
- data sets
- computationally efficient
- particle swarm optimization
- fuzzy sets
- worst case
- fuzzy logic
- objective function
- video sequences
- cost function