An Irregular Grid Method for Solving High-Dimensional Problems in Finance.
Steffan BerridgeHans SchumacherPublished in: International Conference on Computational Science (2) (2002)
Keyphrases
- high dimensional problems
- high precision
- synthetic data
- detection method
- high accuracy
- model selection
- clustering method
- segmentation algorithm
- support vector machine svm
- probabilistic model
- experimental evaluation
- input data
- decision trees
- cost function
- multiresolution
- pairwise
- segmentation method
- classification method
- preprocessing
- quadratic programming
- objective function