Files in mludkov/mlOSP
Machine Learning and Regression Monte Carlo Algorithms for Optimal Stopping
.Rbuildignore
.gitattributes
.gitignore
DESCRIPTION
LICENSE
NAMESPACE
R/R.Rproj
R/batchDesign_utils.R
R/mlOSP_utils.R
R/ospPiecewiseBW.R
R/ospProbDesign.R
R/ospSeqBatchDesign.R
R/ospSeqBatchDesignSimplified.R
R/ospSeqDesign.R
R/payoffs.R
R/simFuncs.R
README.md
data/int300_3d.RData
data/int_2d.RData
demo/00Index
demo/BenchmarkedSolvers.R
demo/desktop.ini
demo/ml-osp-jcf.R
inst/doc/Bermudan_demo.R
inst/doc/Bermudan_demo.Rmd
inst/doc/Bermudan_demo.html
inst/doc/arxivPreprint.pdf
man/CalcOverhead.Rd
man/batch.adsa.Rd
man/batch.ddsa.Rd
man/batch.mlb.Rd
man/batch.rb.Rd
man/call.payoff.Rd
man/capexp.impulse.Rd
man/cf.absur.Rd
man/cf.csur.Rd
man/cf.el.Rd
man/cf.mcu.Rd
man/cf.smcu.Rd
man/cf.sur.Rd
man/cf.tMSE.Rd
man/digital.put.payoff.Rd
man/forest.impulse.Rd
man/forward.impulse.policy.Rd
man/forward.sim.policy.Rd
man/geom.put.payoff.Rd
man/int300_3d.Rd
man/int_2d.Rd
man/lin.impulse.Rd
man/maxi.call.payoff.Rd
man/mini.put.payoff.Rd
man/osp.fixed.design.Rd
man/osp.impulse.control.Rd
man/osp.prob.design.Rd
man/osp.probDesign.piecewisebw.Rd
man/osp.seq.batch.design.Rd
man/osp.seq.batch.design.simplified.Rd
man/osp.seq.design.Rd
man/osp.tvr.Rd
man/ospPredict.Rd
man/pegging.alg.Rd
man/plot_style.Rd
man/plt.2d.surf.Rd
man/plt.2d.surf.batch.Rd
man/plt.2d.surf.with.batch.Rd
man/put.payoff.Rd
man/r.reallocate.Rd
man/sim.bm.Rd
man/sim.expOU.sv.Rd
man/sim.gbm.Rd
man/sim.gbm.asian.Rd
man/sim.gbm.cor.Rd
man/sim.gbm.matrix.Rd
man/sim.gbm.moving.ave.Rd
man/sim.logOU_Discrete.Rd
man/sim.ouExp.Rd
man/sim.price.and.capacity.Rd
man/sv.put.payoff.Rd
man/swing.fixed.design.Rd
man/swing.policy.Rd
man/treeDivide.BW.1d.Rd
man/treeDivide.BW.Rd
seqOSP.Rproj
vignettes/mlosp-demo.Rmd
vignettes/mlosp-demo.html
vignettes/seqDesignADSA-demo.Rmd
