Scenario tree generation approaches using K-means and LP moment matching methods (Q442753)
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scientific article; zbMATH DE number 6063186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario tree generation approaches using K-means and LP moment matching methods |
scientific article; zbMATH DE number 6063186 |
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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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