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 108
... average fuzzy set PREF ( I ) X. So , we can treat the values Q , ( q ; I ) , ... , Q , ( q ) ; I ) as the desired average general estimations of the objects x ( 1 ) , x ( ) preferability ( or quality as mentioned earlier ) . 3 ... 9 The ...
... average fuzzy set PREF ( I ) X. So , we can treat the values Q , ( q ; I ) , ... , Q , ( q ) ; I ) as the desired average general estimations of the objects x ( 1 ) , x ( ) preferability ( or quality as mentioned earlier ) . 3 ... 9 The ...
Página 175
... average of two out of the three information sources : • Fundamental agents receive a weighted combi- nation of the fundamental value of the stock and a uniformly distributed noise value . Hybrid agents receive a weighted combination of ...
... average of two out of the three information sources : • Fundamental agents receive a weighted combi- nation of the fundamental value of the stock and a uniformly distributed noise value . Hybrid agents receive a weighted combination of ...
Página 262
... average error obtain using this model to forecast is 16.97 . In this case the forecast was performed on the same ... average error was 16.41 Dow - Jones index units while the best RBF average error was 17.06 . The slightly better ...
... average error obtain using this model to forecast is 16.97 . In this case the forecast was performed on the same ... average error was 16.41 Dow - Jones index units while the best RBF average error was 17.06 . The slightly better ...
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