Dynamic Programming Models and Algorithms for the Mutual Fund Cash Balance Problem.
Juliana M. NascimentoWarren B. PowellPublished in: Manag. Sci. (2010)
Keyphrases
- dynamic programming
- learning algorithm
- mathematical models
- learning models
- times faster
- machine learning algorithms
- computationally efficient
- machine learning
- complex systems
- benchmark datasets
- theoretical analysis
- probabilistic model
- significant improvement
- computational complexity
- decision trees
- data mining techniques
- graphical models
- greedy algorithm
- neural network
- linear models
- free parameters