A bioinspired algorithm to price options.
Sameer Kumar SinghRuppa K. ThulasiramParimala ThulasiramanPublished in: C3S2E (2008)
Keyphrases
- dynamic programming
- improved algorithm
- objective function
- detection algorithm
- k means
- computational complexity
- estimation algorithm
- high accuracy
- segmentation algorithm
- cost function
- optimization algorithm
- search space
- times faster
- matching algorithm
- expectation maximization
- linear programming
- genetic algorithm
- experimental evaluation
- neural network
- hidden markov models
- preprocessing
- worst case
- similarity measure
- energy function
- single pass
- learning algorithm
- convergence rate
- convex hull
- image sequences
- tree structure
- multi objective
- np hard
- particle swarm optimization
- computational cost