Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method.
Miglena N. KolevaLubin G. VulkovPublished in: LSSC (2019)
Keyphrases
- significant improvement
- classification method
- preprocessing
- pairwise
- cost function
- high accuracy
- high precision
- machine learning
- experimental evaluation
- support vector machine svm
- detection method
- segmentation method
- computational complexity
- image registration
- mutual information
- main contribution
- segmentation algorithm
- clustering method
- video sequences