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 80
... approximation 1 ( x , y ) 10 20 40 os af , ( x , y ) / By and its approximation @ ( x , y ) / By 0 -16 -12 -8 -4 0 12 16 20 0 200 400 600 800 1000 1200 1400 1600 1800 2000 Records of the training data set , ordered by f , ( x , y ) ...
... approximation 1 ( x , y ) 10 20 40 os af , ( x , y ) / By and its approximation @ ( x , y ) / By 0 -16 -12 -8 -4 0 12 16 20 0 200 400 600 800 1000 1200 1400 1600 1800 2000 Records of the training data set , ordered by f , ( x , y ) ...
Página 83
... approximation of MacMil- lan which is from a computational point of view less ex- pensive than the PGJ - approximation but more expensive than the genetic approximation , now causes higher devia- tions than the genetically derived ...
... approximation of MacMil- lan which is from a computational point of view less ex- pensive than the PGJ - approximation but more expensive than the genetic approximation , now causes higher devia- tions than the genetically derived ...
Página 128
... Approximation OCAP ( r = 5 % , o 20 % ) Approximation CAP ( r = 5 % . a - 30 % ) Approximation CAP ( r = 5 % , a - 40 Z ) CAP Approximation ( r = 5 % . a - 50 % ) Figure 1 : Cumulated frequencies of the absolute deviations between the ...
... Approximation OCAP ( r = 5 % , o 20 % ) Approximation CAP ( r = 5 % . a - 30 % ) Approximation CAP ( r = 5 % , a - 40 Z ) CAP Approximation ( r = 5 % . a - 50 % ) Figure 1 : Cumulated frequencies of the absolute deviations between the ...
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