Comparison of non-linear optimization algorithms for yield curve estimation.
Polychronis ManousopoulosMichalis MichalopoulosPublished in: Eur. J. Oper. Res. (2009)
Keyphrases
- optimization problems
- learning algorithm
- discrete optimization
- combinatorial optimization
- times faster
- optimization methods
- machine learning
- worst case
- computational cost
- global optimization
- recently developed
- decision trees
- evolution strategy
- lower bound
- data streams
- image sequences
- semi parametric
- social networks
- stochastic search
- efficient optimization
- approximately optimal