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 229
... .000058 ± .000082 -.000030.000300 -.000058.000047 .000838.000118 .002948.000216 .006129.000979 .004985.000488 .003038 ± .000469 .000808 ± .000091 Abstract : In an effort to improve the forecasting accuracy 229 CIFER'03 HONG KONG.
... .000058 ± .000082 -.000030.000300 -.000058.000047 .000838.000118 .002948.000216 .006129.000979 .004985.000488 .003038 ± .000469 .000808 ± .000091 Abstract : In an effort to improve the forecasting accuracy 229 CIFER'03 HONG KONG.
Página 363
... Abstract : This study investigates high frequency currency trading with neural networks trained via Recurrent Reinforcement Learning ( RRL ) . We compare the performance of single layer networks with networks having a hidden layer , and ...
... Abstract : This study investigates high frequency currency trading with neural networks trained via Recurrent Reinforcement Learning ( RRL ) . We compare the performance of single layer networks with networks having a hidden layer , and ...
Página 420
... [ 14 ] M. A. H. Dempster and Y. S. Romahi , Intraday FX Trading : An evolutionary reinforcement learning approach , proceeding of IDEAL , 2002 Abstract : Technical indicators are normally used to monitor the CIFER'03 HONG KONG 420.
... [ 14 ] M. A. H. Dempster and Y. S. Romahi , Intraday FX Trading : An evolutionary reinforcement learning approach , proceeding of IDEAL , 2002 Abstract : Technical indicators are normally used to monitor the CIFER'03 HONG KONG 420.
Contenido
BANKRUPTCY PREDICTION WITH LEAST | 1 |
SIMPLE DECISION MAKING CRITERION AS REAL OPTIONS | 17 |
INCLUDING LIFETIME AND OPTIONS IN RESIDUAL INCOME INDICATORS | 31 |
Derechos de autor | |
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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