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 130
... problem / algorithm universe that is going to be used in the analysis and evaluation . Once the problem / algorithm universe has been decided upon , the experimental data are retrieved from the database . This assumes that all the ...
... problem / algorithm universe that is going to be used in the analysis and evaluation . Once the problem / algorithm universe has been decided upon , the experimental data are retrieved from the database . This assumes that all the ...
Página 133
... problem . Each problem consists of a number of executions of various algorithms ( set A ) on various grid sizes ( parameter set p ) . - In order to start the evaluation phase , we are selecting problems for which we have executed the ...
... problem . Each problem consists of a number of executions of various algorithms ( set A ) on various grid sizes ( parameter set p ) . - In order to start the evaluation phase , we are selecting problems for which we have executed the ...
Página 136
... problem specifications . The IUI is used to access the relevant experiment records , to generate the .fiz files , to run the specified algorithm / problem pairs , collect the results , and store them in the performance records . For the ...
... problem specifications . The IUI is used to access the relevant experiment records , to generate the .fiz files , to run the specified algorithm / problem pairs , collect the results , and store them in the performance records . For 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