Hedging option contracts with locally weighted regression, functional data analysis, and Markov chain Monte Carlo techniques.
Jae-Yun JunYves RakotondratsimbaPublished in: ICAIIC (2020)
Keyphrases
- locally weighted
- markov chain monte carlo
- data analysis
- linear regression
- polynomial regression
- regression model
- markov chain
- parameter estimation
- naive bayes
- generative model
- monte carlo
- regression problems
- posterior distribution
- posterior probability
- bayesian inference
- least squares
- particle filter
- multiple models
- approximate inference
- data mining
- particle filtering
- decision trees
- genetic algorithm
- text mining
- data association
- computer vision
- data sets
- learning algorithm
- image reconstruction
- cross validation
- machine learning
- simulated annealing