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 95
... obtained are better than those obtained when using the two previous tech- niques . Another approach is feature selection using gain- charts resulting from individual models made for each variable . This provided the best results , and ...
... obtained are better than those obtained when using the two previous tech- niques . Another approach is feature selection using gain- charts resulting from individual models made for each variable . This provided the best results , and ...
Página 137
... obtained using the experimental setup described above . The rankings have been produced by the statistical analysis of the linearized profiles for each problem and each criterion . An example of a linearized profile is given in Figure ...
... obtained using the experimental setup described above . The rankings have been produced by the statistical analysis of the linearized profiles for each problem and each criterion . An example of a linearized profile is given in Figure ...
Página 151
... obtained when using ICA . However , the overall shape of the stock is not reconstructed as well by the PCs . This can also be seen more clearly after thresholding in Figs . 12 and 13 . • While the first four PCs are by construction the ...
... obtained when using ICA . However , the overall shape of the stock is not reconstructed as well by the PCs . This can also be seen more clearly after thresholding in Figs . 12 and 13 . • While the first four PCs are by construction the ...
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