Robust numerical algorithm to the European option with illiquid markets.
Davood AhmadianO. Farkhondeh RouzK. IvazA. Safdari-VaighaniPublished in: Appl. Math. Comput. (2020)
Keyphrases
- optimization algorithm
- matching algorithm
- parameter tuning
- detection algorithm
- computationally efficient
- times faster
- objective function
- k means
- selection algorithm
- improved algorithm
- high accuracy
- experimental evaluation
- search space
- segmentation algorithm
- linear programming
- worst case
- dynamic programming
- np hard
- cost function
- preprocessing
- tree structure
- recognition algorithm
- computational cost
- significant improvement
- video sequences
- image processing
- genetic algorithm
- multi objective
- association rules
- optimal solution