This is indeed a hard problem. There's a rich litterature about this. Here's one reference among many: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=28185

This is indeed a hard problem. There's a rich litterature about this. Here's one reference among many: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2818533 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2818533