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 159
... agents , one type of irrational agents is also defined . We focus on applying the GP approach to model cognitive behavior of adaptive agents . Time series generated from this multi - agent - based artificial stock market are ...
... agents , one type of irrational agents is also defined . We focus on applying the GP approach to model cognitive behavior of adaptive agents . Time series generated from this multi - agent - based artificial stock market are ...
Página 160
... agents . And we find that we are faced with the same formidable task to design agents . Specifically , five types of agents are defined in this architecture . Agents of type 1 and type 3 The agents of both type 1 and type 3 are agents ...
... agents . And we find that we are faced with the same formidable task to design agents . Specifically , five types of agents are defined in this architecture . Agents of type 1 and type 3 The agents of both type 1 and type 3 are agents ...
Página 161
... Agents of type 1 and type 3 make predictions about the expectation of future return and risk using accurate forecast equation models , and then buy or sell stocks in correspond- ing with their expectations . Agents are assumed to have ...
... Agents of type 1 and type 3 make predictions about the expectation of future return and risk using accurate forecast equation models , and then buy or sell stocks in correspond- ing with their expectations . Agents are assumed to have ...
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