An Efficient and Easily Parallelizable Algorithm for Pricing Weather Derivatives.
Yusaku YamamotoPublished in: LSSC (2005)
Keyphrases
- preprocessing
- cost function
- dynamic programming
- improved algorithm
- optimization algorithm
- theoretical analysis
- experimental evaluation
- computationally efficient
- learning algorithm
- linear programming
- times faster
- detection algorithm
- expectation maximization
- objective function
- worst case
- computational cost
- high accuracy
- search space
- convergence rate
- lower bound
- np hard
- significant improvement
- classification algorithm
- segmentation algorithm
- convex hull
- matching algorithm
- graph cuts
- particle swarm optimization
- input data
- higher order
- simulated annealing