Financial Options Pricing Using the MKPF Algorithm.
Yingbo ZhangFasheng WangYuejin LinPublished in: SERA (2009)
Keyphrases
- cost function
- preprocessing
- dynamic programming
- learning algorithm
- significant improvement
- detection algorithm
- optimization algorithm
- computationally efficient
- computational complexity
- np hard
- theoretical analysis
- matching algorithm
- high accuracy
- state space
- computational cost
- experimental evaluation
- times faster
- search space
- optimal solution
- k means
- convex hull
- improved algorithm
- probabilistic model
- path planning
- tree structure
- single pass
- clustering method
- particle swarm optimization
- linear programming
- data sets
- evolutionary algorithm
- image sequences
- image segmentation
- genetic algorithm