Enhancing credit default swap valuation with meshfree methods.

Alexander Guarin Xiaoquan Liu Wing Lon Ng

Published in: Eur. J. Oper. Res. (2011)

Keyphrases

benchmark datasets
significant improvement
computational cost
computationally expensive
real time
information retrieval
preprocessing
image processing
bayesian networks
image retrieval
evolutionary algorithm
cross validation
machine learning methods