Application of the Fuzzy-Pay-Off Method in the Valuation of a Financial Instrument.
Mihaela CraciunLuiela Magdalena CsorbaPublished in: SOFA (2) (2016)
Keyphrases
- computational cost
- synthetic data
- segmentation method
- experimental evaluation
- high accuracy
- theoretical analysis
- preprocessing
- dynamic programming
- optimization algorithm
- computationally efficient
- classification accuracy
- evaluation method
- optimization method
- decision making
- cost function
- significant improvement
- prior knowledge
- image sequences