An Iterated Greedy Heuristic for the 1/N Portfolio Tracking Problem.
Oliver StrubNorbert TrautmannPublished in: ICORES (2016)
Keyphrases
- greedy heuristic
- greedy algorithm
- np hard
- knapsack problem
- real time
- appearance model
- lower bound
- particle filter
- kalman filter
- worst case analysis
- minimum weight
- object tracking
- optimal solution
- dynamic programming
- real time tracking
- portfolio optimization
- motion model
- moving target
- articulated objects
- robust tracking
- video sequences
- three dimensional