A novel improved trigonometric neural network algorithm for solving price-dividend functions of continuous time one-dimensional asset-pricing models.
Mingjie MaLunan ZhengJianhui YangPublished in: Neurocomputing (2021)
Keyphrases
- neural network
- improved algorithm
- computational complexity
- optimal solution
- optimization algorithm
- bayesian framework
- detection algorithm
- search space
- learning algorithm
- probabilistic model
- computational cost
- k means
- particle swarm optimization
- segmentation algorithm
- image segmentation
- nearest neighbour
- dynamic programming
- cost function
- worst case
- simulated annealing
- expectation maximization
- parameter estimation
- evolutionary algorithm
- preprocessing
- combinatorial optimization
- neural network model
- reinforcement learning