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 188
... clustering grid according to the degree of granularity and displays the number of rules that contain the pairwise fuzzy sets in one cluster . Figure 1 shows the link between denergy ( t − 1 ) and the inflation rate within the rule ...
... clustering grid according to the degree of granularity and displays the number of rules that contain the pairwise fuzzy sets in one cluster . Figure 1 shows the link between denergy ( t − 1 ) and the inflation rate within the rule ...
Página 207
... clustering means that periods of quiescence and turbulence tend to cluster together . Hence , the volatility ( conditional variance ) of exchange rate changes is not homogeneous over time , but itself is subject to temporal variation ...
... clustering means that periods of quiescence and turbulence tend to cluster together . Hence , the volatility ( conditional variance ) of exchange rate changes is not homogeneous over time , but itself is subject to temporal variation ...
Página 394
... clustering algorithm to cluster very large categorical data sets in data mining . First Asia Pacific Conference on Knowledge Discovery and Data Mining , Singapore , World Scientific , February , 1997 . [ 9 ] Teuvo Kohonen . Self ...
... clustering algorithm to cluster very large categorical data sets in data mining . First Asia Pacific Conference on Knowledge Discovery and Data Mining , Singapore , World Scientific , February , 1997 . [ 9 ] Teuvo Kohonen . Self ...
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