An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance.
Lingfei LiXianjun QuGongqiu ZhangPublished in: J. Comput. Appl. Math. (2016)
Keyphrases
- dynamic programming
- worst case
- learning algorithm
- computational cost
- detection algorithm
- benchmark problems
- preprocessing
- globally optimal
- experimental evaluation
- combinatorial optimization
- computationally efficient
- recognition algorithm
- optimal or near optimal
- optimal solution
- high accuracy
- computational complexity
- matching algorithm
- k means
- np complete
- optimization algorithm
- similarity measure
- knapsack problem
- locally optimal
- optimal parameters
- exhaustive search
- neural network
- optimality criteria
- path planning
- metaheuristic
- expectation maximization
- particle swarm optimization
- optimization problems
- computational intelligence
- semi supervised
- probabilistic model
- np hard
- data structure