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 141
... INDEPENDENT COMPONENT ANALYSIS Andrew D. Back Brain Science Institute The Institute of Physical and Chemical Research ( RIKEN ) 2-1 Hirosawa , Wako - shi , Saitama 351-0198 , Japan back@brain.riken.go.jp www.bip.riken.go.jp/absl/back ...
... INDEPENDENT COMPONENT ANALYSIS Andrew D. Back Brain Science Institute The Institute of Physical and Chemical Research ( RIKEN ) 2-1 Hirosawa , Wako - shi , Saitama 351-0198 , Japan back@brain.riken.go.jp www.bip.riken.go.jp/absl/back ...
Página 143
... Independent Component Analysis ICA denotes the process of taking a set of observed signal vectors , x , and extracting from them a ( new ) set of statistically independent vectors , y , called the independent components ( ICs ) or the ...
... Independent Component Analysis ICA denotes the process of taking a set of observed signal vectors , x , and extracting from them a ( new ) set of statistically independent vectors , y , called the independent components ( ICs ) or the ...
Página 155
... independent component analysis and source separation , Proceed- ings of 4th European Symp . on Artificial Neural Networks ( ESANN'96 ) , Bruges , Belgium , pp . 249–266 . Karhunen , J. and Joutsensalo , J. ( 1994 ) . Representation and ...
... independent component analysis and source separation , Proceed- ings of 4th European Symp . on Artificial Neural Networks ( ESANN'96 ) , Bruges , Belgium , pp . 249–266 . Karhunen , J. and Joutsensalo , J. ( 1994 ) . Representation and ...
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