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 138
... position has to do with the way the time for the multinomial methods has been computed ( i.e. , it was the average of the different runs ) and the fact that the experiments for the PDE methods , in this example , used uniform grids ...
... position has to do with the way the time for the multinomial methods has been computed ( i.e. , it was the average of the different runs ) and the fact that the experiments for the PDE methods , in this example , used uniform grids ...
Página 217
... positions r in a map lattice ( i.e. in the neural network ) . The neurons have associated to them codebook vectors w , located in the data space . A data point v is projected onto that particular neuron s the codebook vector of which is ...
... positions r in a map lattice ( i.e. in the neural network ) . The neurons have associated to them codebook vectors w , located in the data space . A data point v is projected onto that particular neuron s the codebook vector of which is ...
Página 218
... positions calculated by the SOM . a : σ = 0.1 , b : σ = 0.75 , cσ = 3.0 . preprocessing : market capitalization and trade volume were logarithmized , and each dimension was linearly rescaled such as to obtain a vanishing mean value ...
... positions calculated by the SOM . a : σ = 0.1 , b : σ = 0.75 , cσ = 3.0 . preprocessing : market capitalization and trade volume were logarithmized , and each dimension was linearly rescaled such as to obtain a vanishing mean value ...
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