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 126
... Experiments Database Statistical Processing FINANZIA Parser FINANZIA Execution Kernel Knowledge Base Intelligent ... experiment specification file ( FINANZIA specification file .fiz ) which describes what is to be done . This file is ...
... Experiments Database Statistical Processing FINANZIA Parser FINANZIA Execution Kernel Knowledge Base Intelligent ... experiment specification file ( FINANZIA specification file .fiz ) which describes what is to be done . This file is ...
Página 136
... experiments are needed to obtain the data for the evaluation . Each experiment will produce an ( error , speed ) pair . All the information for the pairs of U and the values of p is collected automatically by the system and stored in ...
... experiments are needed to obtain the data for the evaluation . Each experiment will produce an ( error , speed ) pair . All the information for the pairs of U and the values of p is collected automatically by the system and stored in ...
Página 252
... experiments with simple adaptive trading agents in CDA markets [ 2 , 3 ] . These agents give very good performance on ... experiment , time was divided into discrete periods known as ' days ' : most experiments consisted of 5 to 10 ...
... experiments with simple adaptive trading agents in CDA markets [ 2 , 3 ] . These agents give very good performance on ... experiment , time was divided into discrete periods known as ' days ' : most experiments consisted of 5 to 10 ...
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