Algorithmic Trading Strategy Optimization Based on Mutual Information Entropy Based Clustering.
Feng WangKeren DongXiaotie DengPublished in: ISICA (1) (2010)
Keyphrases
- mutual information
- information theoretic
- information theory
- clustering algorithm
- clustering method
- k means
- similarity measure
- image registration
- alternating optimization
- multi modal image registration
- hierarchical clustering
- feature selection
- information theoretic measures
- information gain
- optimization algorithm
- data clustering
- unsupervised learning
- cluster analysis
- optimization problems
- data objects
- spectral clustering
- combinatorial optimization
- self organizing maps
- constrained optimization
- medical image registration
- deterministic annealing
- normalized mutual information
- graph theoretic
- mutual information maximization
- decision trees
- data points
- criterion function
- kullback leibler divergence
- fuzzy c means
- genetic algorithm
- global optimization