Step by Step Dynamic Programing on Optimal Segment Regression Problem

PengHeProfessor

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10 Oct 2020CPOL4 min read

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Optimal piecewise regression via DP

This tip guides us through the detailed steps on how to do optimal piecewise regression via dynamic programming.

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This article, along with any associated source code and files, is licensed under The Code Project Open License (CPOL)

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PengHeProfessor

Software Developer (Senior)

United States

I have been developing low latency high throughput services and platforms in financial trading industry and financial/market risk systems since 2004, mostly in C++ and python, some in C#.net and Java.

Step by Step Dynamic Programing on Optimal Segment Regression Problem

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