The Potential Method For Price-Formation Models.
Yuri AshrafyanTigran BakaryanDiogo GomesJulian GutierrezPublished in: CoRR (2022)
Keyphrases
- experimental evaluation
- prior knowledge
- preprocessing
- clustering method
- synthetic data
- dynamic programming
- hybrid model
- probabilistic model
- high accuracy
- segmentation method
- detection method
- parameter estimation
- optimization method
- support vector machine svm
- model selection
- pairwise
- bayesian framework
- segmentation algorithm
- high precision
- prediction model
- classification method
- monte carlo simulation
- multiple models
- machine learning algorithms
- detection algorithm
- neural network
- markov chain
- least squares
- similarity measure
- clustering algorithm
- genetic algorithm