An Efficient, and Fast Convergent Algorithm for Barrier Options.
Tian-Shyr DaiYuh-Dauh LyuuPublished in: AAIM (2007)
Keyphrases
- learning algorithm
- preprocessing
- np hard
- detection algorithm
- dynamic programming
- computational cost
- improved algorithm
- search space
- computationally efficient
- experimental study
- computational complexity
- segmentation algorithm
- times faster
- experimental evaluation
- optimization algorithm
- particle swarm optimization
- worst case
- k means
- hardware implementation
- ant colony optimization
- matching algorithm
- least squares
- selection algorithm
- expectation maximization
- probabilistic model
- mobile robot
- hidden markov models
- support vector
- objective function
- image processing