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 |
Dentro del libro
Resultados 1-3 de 31
Página 137
... rules say is the following : the best algorithm for any kind of problem among the ones used for the rule generation is the algorithm PDE150 unconditionally . If the problem has short expiration , then PDE100 is the best algorithm as ...
... rules say is the following : the best algorithm for any kind of problem among the ones used for the rule generation is the algorithm PDE150 unconditionally . If the problem has short expiration , then PDE100 is the best algorithm as ...
Página 172
... rules of behavior for each agent . In some simulations , the agents also have meta - rules that al- low them to adapt , effectively " learning " from expe- rience and modifying their behavior in response to changing environmental ...
... rules of behavior for each agent . In some simulations , the agents also have meta - rules that al- low them to adapt , effectively " learning " from expe- rience and modifying their behavior in response to changing environmental ...
Página 175
... rules . A selection of good rules that the genetic algo- rithm discovered are presented in Table 2 . 5 . Discussion The genetic algorithm was able to successfully mine the data and discover good trading rules in both simulations . We ...
... rules . A selection of good rules that the genetic algo- rithm discovered are presented in Table 2 . 5 . Discussion The genetic algorithm was able to successfully mine the data and discover good trading rules in both simulations . We ...
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 |
Derechos de autor | |
Otras 9 secciones no mostradas
Otras ediciones - Ver todas
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