Scenario tree generation approaches using K-means and LP moment matching methods (Q442753): Difference between revisions
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| Property / author: Li Yang / rank | |||
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| Property / Mathematics Subject Classification ID: 05C70 / rank | |||
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| Property / Mathematics Subject Classification ID: 90C05 / rank | |||
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| Property / zbMATH DE Number: 6063186 / rank | |||
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simulation | |||
| Property / zbMATH Keywords: simulation / rank | |||
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K-means clustering | |||
| Property / zbMATH Keywords: K-means clustering / rank | |||
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scenario tree | |||
| Property / zbMATH Keywords: scenario tree / rank | |||
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moment matching | |||
| Property / zbMATH Keywords: moment matching / rank | |||
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LP | |||
| Property / zbMATH Keywords: LP / rank | |||
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MGARCH | |||
| Property / zbMATH Keywords: MGARCH / rank | |||
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Revision as of 01:27, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario tree generation approaches using K-means and LP moment matching methods |
scientific article |
Statements
Scenario tree generation approaches using K-means and LP moment matching methods (English)
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3 August 2012
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simulation
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K-means clustering
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scenario tree
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moment matching
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LP
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MGARCH
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