Performance optimization of financial option calculations.
S. C. PerryR. H. GrimwoodDarren J. KerbysonEfstathios PapaefstathiouGraham R. NuddPublished in: Parallel Comput. (2000)
Keyphrases
- optimization algorithm
- optimization problems
- database
- constrained optimization
- global optimization
- optimization method
- artificial neural networks
- joint optimization
- optimization procedure
- optimization process
- risk management
- decision making
- data sets
- information technology
- non stationary
- e learning
- feature selection
- information systems
- data mining
- neural network