A Computational Algorithm for Equilibrium Asset Pricing Under Heterogeneous Information and Short-Sale Constraints.
Jun TongJian-Qiang HuJiaqiao HuPublished in: Asia Pac. J. Oper. Res. (2017)
Keyphrases
- constrained optimization
- final result
- prior information
- computational complexity
- preprocessing
- worst case
- cost function
- np hard
- learning algorithm
- matching algorithm
- segmentation algorithm
- objective function
- significant improvement
- k means
- information sources
- search space
- optimization algorithm
- detection algorithm
- clustering method
- similarity measure
- multiple constraints
- recognition algorithm
- probabilistic model
- computational cost
- dynamic programming