Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza ManhattanIEEE Service Center, 1995 - 192 páginas |
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Página 198
... Programming ( Koza 1992 ) . We show that this methodology is well suited to the task , offers some advantages over learning networks , and , as shown later in the paper , has ... Programming Genetic Programming ( Koza 1992 ) is 198.
... Programming ( Koza 1992 ) . We show that this methodology is well suited to the task , offers some advantages over learning networks , and , as shown later in the paper , has ... Programming Genetic Programming ( Koza 1992 ) is 198.
Página 200
... programming over HLP's learning networks are : Genetic Programming requires small training sets ( Koza 1992 ) . Genetic Programming allows us to start from a known analytical approximation to the solution by including it in the ...
... programming over HLP's learning networks are : Genetic Programming requires small training sets ( Koza 1992 ) . Genetic Programming allows us to start from a known analytical approximation to the solution by including it in the ...
Página 202
... Programming's ability to learn with small training sets ( Koza 1992 ) and reduce computational time , we tested its performance using random samples of 5 % and 25 % of the options generated in the simulation . We found that the training ...
... Programming's ability to learn with small training sets ( Koza 1992 ) and reduce computational time , we tested its performance using random samples of 5 % and 25 % of the options generated in the simulation . We found that the training ...
Contenido
Outliers Influence Functions and Robust Portfolio Optimization | 1 |
tacting BlackScholes to a NonBlackSchcies Environment 137 | 4 |
A Theory of Price Formation in A Market with Short Sale Prohibition | 15 |
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Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Términos y frases comunes
agents analysis ASPID Banco Bank of Tokyo-Mitsubishi behavior Black-Scholes cash flow mapping catastrophe losses CatLoss cointegration computational correlation covariance matrix data mining data set database deposit closings derivative distribution dynamics Easley and O'Hara efficient frontier error estimate evaluation expected FDIC Figure financial ratios FINANZIA fuzzy set Genetic genetic algorithm given growth rates h₁ implied variance independent component analysis Influence function informed traders instruments with means insured deposit Journal learning linear market maker Markov models method minimum variance portfolio multinomial Neural Networks neutral mapping option pricing overall parameter predict pricing algorithms probability problem rate of convergence ratio reinsurance risk neutral risk-neutral rules selection sell short sale short sale prohibition simulation specification standard deviations statistical stochastic stock price stock returns t₁ tangency portfolio techniques theta trading volume uncertainty underwriting uninformed V₁ V₂ variables vector volatility weighted