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
... selection , a number of methods are studied . Linear discriminant functions and modified principal component analysis [ 7 ] have been used to select variables for the clustering based modeling method . Results obtained with these ...
... selection , a number of methods are studied . Linear discriminant functions and modified principal component analysis [ 7 ] have been used to select variables for the clustering based modeling method . Results obtained with these ...
Página 159
... Selection by Stepwise Regression ( 18 ) Stepwise regression includes two methods - for- ward selection and backward elimination . Forward selection sequentially inserts a variable into the model if it will significantly increase the ...
... Selection by Stepwise Regression ( 18 ) Stepwise regression includes two methods - for- ward selection and backward elimination . Forward selection sequentially inserts a variable into the model if it will significantly increase the ...
Página 191
... selection of the parameter values to perform the best exploration possible of the dynamical behaviors of the system . The problem of selecting the " best " set of parameter values for the exploration is not a simple one , since it ...
... selection of the parameter values to perform the best exploration possible of the dynamical behaviors of the system . The problem of selecting the " best " set of parameter values for the exploration is not a simple one , since it ...
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