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 352
... adaptive and non - adaptive models . Non - adaptive Model Maximum AR order L = 10 Specified Tolerance for AR fitting process € = 0.025 Adaptive Model Minimum window size w = 20 Adjusted window size d = 1 Maximum AR order L = 10 ...
... adaptive and non - adaptive models . Non - adaptive Model Maximum AR order L = 10 Specified Tolerance for AR fitting process € = 0.025 Adaptive Model Minimum window size w = 20 Adjusted window size d = 1 Maximum AR order L = 10 ...
Página 353
... adaptive and non - adaptive models . Table 5 : Details of the predicted values by non - adaptive model and adaptive model . gdinvest geh wheelock Non - adaptive Order 1 2 1 Yi ŷ ! y - yi Yi ya - Yi Yi AR Coefficients ( 1.1659 , gdinvest ...
... adaptive and non - adaptive models . Table 5 : Details of the predicted values by non - adaptive model and adaptive model . gdinvest geh wheelock Non - adaptive Order 1 2 1 Yi ŷ ! y - yi Yi ya - Yi Yi AR Coefficients ( 1.1659 , gdinvest ...
Página 407
... adaptive moving average for the security of Intel . ( 1990.1.1 ~ 2002.8.30 ) Buy and Sell Sequences Rate 1 M250 ... adaptive moving average sequence ; ( S ) : Sell part adaptive moving average sequence . We can see as an instance from ...
... adaptive moving average for the security of Intel . ( 1990.1.1 ~ 2002.8.30 ) Buy and Sell Sequences Rate 1 M250 ... adaptive moving average sequence ; ( S ) : Sell part adaptive moving average sequence . We can see as an instance from ...
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