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 326
... components extracted by KPCA is 1. If only the first several eigenvectors sorted in descending order of the eigenvalues are considered , the number of principal components in s , can be reduced . After feature extraction using KPCA ...
... components extracted by KPCA is 1. If only the first several eigenvectors sorted in descending order of the eigenvalues are considered , the number of principal components in s , can be reduced . After feature extraction using KPCA ...
Página 327
... components in S ,, the values from 1 to the maximum value of 209 are all investigated by increasing one component at each step . The value which produces the smallest error on the validation set is used . Moreover , the PCA program ...
... components in S ,, the values from 1 to the maximum value of 209 are all investigated by increasing one component at each step . The value which produces the smallest error on the validation set is used . Moreover , the PCA program ...
Página 328
... components in KPCA and PCA . Table 2. Input and output variables in CBOT_US Indicator Calculation P ( i ) - EMĄ ... components extracted is equal to the number of original input dimension , in KPCA the maximal number of principal ...
... components in KPCA and PCA . Table 2. Input and output variables in CBOT_US Indicator Calculation P ( i ) - EMĄ ... components extracted is equal to the number of original input dimension , in KPCA the maximal number of principal ...
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