Application of Convolutional Neural Networks with Quasi-Reversibility Method Results for Option Forecasting.
Zheng CaoWenyu DuKirill V. GolubnichiyPublished in: CoRR (2022)
Keyphrases
- cost function
- similarity measure
- multiscale
- detection method
- significant improvement
- experimental evaluation
- preprocessing
- computational cost
- prediction model
- high precision
- classification method
- detection algorithm
- high accuracy
- objective function
- optimization algorithm
- pairwise
- clustering method
- computational complexity
- segmentation method
- clustering algorithm
- neural network