A New Estimation for Informed Trading Based on SSNF Method.
Tao BingShangmei ZhaoQiang ZhangShancun LiuPublished in: J. Syst. Sci. Complex. (2018)
Keyphrases
- significant improvement
- objective function
- preprocessing
- experimental evaluation
- probabilistic model
- high accuracy
- monte carlo simulation
- high precision
- detection method
- parameter estimation
- mutual information
- dynamic programming
- clustering method
- support vector machine
- error rate
- synthetic data
- segmentation method
- classification method
- data sets