Enhanced index tracking with CVaR-based ratio measures.
Gianfranco GuastarobaRenata MansiniWlodzimierz OgryczakM. Grazia SperanzaPublished in: Ann. Oper. Res. (2020)
Keyphrases
- risk measures
- particle filter
- object tracking
- particle filtering
- visual tracking
- real time tracking
- real time
- robust optimization
- mean shift
- appearance model
- target tracking
- robust tracking
- deformable objects
- index structure
- kalman filter
- database systems
- portfolio selection
- structural similarity
- challenging sequences
- indexing method
- motion tracking
- image sequences
- decision making
- computer vision
- data sets