A news event-driven approach for the historical value at risk method.
Frederik HogenboomMichael de WinterFlavius FrasincarUzay KaymakPublished in: Expert Syst. Appl. (2015)
Keyphrases
- event driven
- high accuracy
- computational complexity
- pairwise
- classification method
- experimental evaluation
- segmentation method
- synthetic data
- detection method
- preprocessing
- high precision
- dynamic programming
- computational cost
- support vector machine
- clustering method
- feature set
- edge detection
- objective function
- cost function
- significant improvement
- video sequences