Adaptive lattice methods for multi-asset models.
Kyoung-Sook MoonWon-Jung KimHongjoong KimPublished in: Comput. Math. Appl. (2008)
Keyphrases
- significant improvement
- classification models
- machine learning methods
- mathematical models
- machine learning
- predictive power
- support vector
- cross validation
- statistical models
- models built
- evaluation metrics
- qualitative and quantitative
- statistical methods
- computational cost
- prior knowledge
- search algorithm
- reinforcement learning
- clustering algorithm