Optimal investment with deferred capital gains taxes - A simple martingale method approach.
Frank Thomas SeifriedPublished in: Math. Methods Oper. Res. (2010)
Keyphrases
- significant improvement
- high accuracy
- optimization method
- high precision
- preprocessing
- computational cost
- fully automatic
- dynamic programming
- experimental evaluation
- decision trees
- support vector machine
- detection method
- weighting coefficients
- neural network
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- detection algorithm
- optimization algorithm
- decision makers
- mutual information
- multiresolution
- training set
- objective function
- face recognition
- decision making