Online adaptive machine learning based algorithm for implied volatility surface modeling.
Yaxiong ZengDiego KlabjanPublished in: Knowl. Based Syst. (2019)
Keyphrases
- machine learning
- learning algorithm
- detection algorithm
- dynamic programming
- np hard
- cost function
- matching algorithm
- optimal solution
- preprocessing
- simulated annealing
- probabilistic model
- recognition algorithm
- computer vision
- shortest path
- feature selection
- expectation maximization
- online learning
- d objects
- support vector
- decision trees
- objective function
- active learning
- k means
- computational complexity