Behavior tracking model in dynamic situation using the risk ratio EM.
Yuchae JungYongik YoonPublished in: ICOIN (2015)
Keyphrases
- probabilistic model
- computational model
- mathematical model
- neural network
- formal model
- high level
- dynamically updated
- dynamic behavior
- real time
- kalman filter
- statistical model
- dynamic environments
- expectation maximization
- cost function
- theoretical framework
- probability distribution
- theoretical analysis
- experimental data
- em algorithm
- portfolio optimization
- dynamic behaviors
- maximum likelihood