The potential method for price-formation models.
Yuri AshrafyanTigran BakaryanDiogo GomesJulian GutierrezPublished in: CDC (2022)
Keyphrases
- significant improvement
- high accuracy
- synthetic data
- experimental evaluation
- monte carlo simulation
- probabilistic model
- high precision
- statistical model
- detection method
- clustering method
- objective function
- model selection
- linear regression
- cost function
- prior knowledge
- optimization method
- fully automatic
- parameter estimation
- classification method
- computationally efficient
- feature set
- support vector