A Sixth-Order CEV Option Valuation Algorithm on Non-uniform Spatial Grids.
Nawdha ThakoorPublished in: ICCSA (Workshops 1) (2022)
Keyphrases
- preprocessing
- times faster
- computational cost
- dynamic programming
- detection algorithm
- computationally efficient
- experimental evaluation
- np hard
- matching algorithm
- worst case
- optimization algorithm
- segmentation algorithm
- cost function
- computational complexity
- objective function
- similarity measure
- expectation maximization
- improved algorithm
- path planning
- convex hull
- k means
- spatio temporal
- optimal solution
- neural network
- simulated annealing
- linear programming
- particle swarm optimization
- high accuracy
- mobile robot
- search space
- artificial neural networks
- learning algorithm
- selection algorithm
- data sets