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 |
Dentro del libro
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Página 124
... compared to the actual market . Within a given model there are numerous algorithms that implement it . Computational evaluation analyzes the algorithms based on their numerical properties , and establishes their relative performance ...
... compared to the actual market . Within a given model there are numerous algorithms that implement it . Computational evaluation analyzes the algorithms based on their numerical properties , and establishes their relative performance ...
Página 259
... compared with that from a statistical technique and two other standard neural network techniques . We show that the unsupervised network outperforms multilayer perceptrons , radial basis function network and a standard ARIMA model . 1 ...
... compared with that from a statistical technique and two other standard neural network techniques . We show that the unsupervised network outperforms multilayer perceptrons , radial basis function network and a standard ARIMA model . 1 ...
Página 263
... compared the results of the model here described with the results of standard statistical techniques based on ARIMA models and two standard ANN : MLP and RBF . Those results are compared in the following table : Model ARIMA MLP RBF FIR ...
... compared the results of the model here described with the results of standard statistical techniques based on ARIMA models and two standard ANN : MLP and RBF . Those results are compared in the following table : Model ARIMA MLP RBF FIR ...
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