Optimal Combination of Currency Assets and Algorithm Simulation under Exchange Rate Risk.
Jun WeiPublished in: Complex. (2020)
Keyphrases
- dynamic programming
- detection algorithm
- globally optimal
- optimal solution
- computational complexity
- learning algorithm
- worst case
- k means
- np hard
- exhaustive search
- preprocessing
- segmentation algorithm
- mathematical model
- currency exchange
- optimal path
- exchange rate
- k nearest neighbor
- expectation maximization
- simulated annealing
- search space