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 342
... algorithms described by Theiler [ 12 ] are more advanced and have no direct analogue within the finance literature [ 4 ] . Algorithm 1 surrogates preserve the power spectrum ( and therefore autocorrelation charac- teristic ) of the data ...
... algorithms described by Theiler [ 12 ] are more advanced and have no direct analogue within the finance literature [ 4 ] . Algorithm 1 surrogates preserve the power spectrum ( and therefore autocorrelation charac- teristic ) of the data ...
Página 407
... algorithm method has been described in sec- tion 3. A population of 100 chromosomes , each containing two 6 - tuple of integers , are adopted . In each generation , the algorithm uses the PMX crossover and the two - point swap mutation ...
... algorithm method has been described in sec- tion 3. A population of 100 chromosomes , each containing two 6 - tuple of integers , are adopted . In each generation , the algorithm uses the PMX crossover and the two - point swap mutation ...
Página 409
... algorithm with different moving averages . In order to investigate the exact advantages and shortcomings of a certain kind of moving average , a large amount of real security data should be tested and results should be carefully ...
... algorithm with different moving averages . In order to investigate the exact advantages and shortcomings of a certain kind of moving average , a large amount of real security data should be tested and results should be carefully ...
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