A Simple Approximation Algorithm for Computing Arrow-Debreu Prices.
Mehdi GhiyasvandJames B. OrlinPublished in: Oper. Res. (2012)
Keyphrases
- experimental evaluation
- np hard
- detection algorithm
- preprocessing
- learning algorithm
- approximation ratio
- improved algorithm
- dynamic programming
- probabilistic model
- computationally efficient
- similarity measure
- recognition algorithm
- convergence rate
- closed form
- optimization algorithm
- high accuracy
- worst case
- computational complexity
- optimal solution
- particle swarm optimization
- input data
- segmentation algorithm
- association rules
- times faster
- data structure
- objective function
- minimum length