The Transport-based Mesh-free Method (TMM) and its applications in finance: a review.
Philippe G. LeFlochJean-Marc MercierPublished in: CoRR (2019)
Keyphrases
- experimental evaluation
- preprocessing
- significant improvement
- computational cost
- fully automatic
- detection method
- high accuracy
- optimization algorithm
- classification method
- high precision
- similarity measure
- cost function
- pairwise
- clustering algorithm
- computational complexity
- mutual information
- input data
- theoretical analysis
- multiscale