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 77
... Programming Approach for Pricing and Hedging Derivative Securities Matthias G. Schuster University of Vienna , Department of Business Administration , Bruenner Strasse 72 , A - 1210 Austria . Email : matthias.schuster@univie.ac.at 77 ...
... Programming Approach for Pricing and Hedging Derivative Securities Matthias G. Schuster University of Vienna , Department of Business Administration , Bruenner Strasse 72 , A - 1210 Austria . Email : matthias.schuster@univie.ac.at 77 ...
Página 123
... Programming is a new method inspired by the Genetic Programming approach as well as by Ant Systems . It is applicable to all problems in which the search space of feasible solutions consists of computer pro- grams . We use Generalized ...
... Programming is a new method inspired by the Genetic Programming approach as well as by Ant Systems . It is applicable to all problems in which the search space of feasible solutions consists of computer pro- grams . We use Generalized ...
Página 125
... PROGRAMMING The Generalized Ant Programming ( GAP ) approach is a new method inspired by the Genetic Programming ap- proach introduced by Koza [ 32 ] as well as by Ant Algo- rithms originally presented by Dorigo [ 19 ] as a multi ...
... PROGRAMMING The Generalized Ant Programming ( GAP ) approach is a new method inspired by the Genetic Programming ap- proach introduced by Koza [ 32 ] as well as by Ant Algo- rithms originally presented by Dorigo [ 19 ] as a multi ...
Contenido
BANKRUPTCY PREDICTION WITH LEAST | 1 |
SIMPLE DECISION MAKING CRITERION AS REAL OPTIONS | 17 |
INCLUDING LIFETIME AND OPTIONS IN RESIDUAL INCOME INDICATORS | 31 |
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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
AANN agents American put American put options analysis applied approach approximation arbitrage barrier option Black-Scholes bond calculated call option coefficients computed convertible bond correlation covariance currency data points data set decision defined delta hedge denote derived distribution dynamics Econometrics Economics equation error estimated evaluation exchange rate Figure financial time series forecast formula function fuzzy genetic algorithm given Heston model Hong Kong hypothesis implied volatility indicators input interest rate Journal of Finance kernel kurtosis linear matrix method momentum moving average neural network nonlinear normal normal distribution observations option pricing p-value pair-wise paper parameters performance period portfolio prediction problem Programming put options random ratio regression reset returns risk sample sequences Sharpe Ratio simulation standard deviation statistical stochastic volatility stock price strike price support vector machines SVMs Table tion trading rules training data trend variables variance wavelets