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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... corresponding input is used in the model having optimal cross validation performance . Hence , inputs with low importance have a high number , while the most important input has rank 1 . Input Table 3 : Leave - one - out cross ...
... corresponding input is used in the model having optimal cross validation performance . Hence , inputs with low importance have a high number , while the most important input has rank 1 . Input Table 3 : Leave - one - out cross ...
Página 112
... corresponding to different stock price lev- els . At all levels of the stock price , the bond value exhibits a drop in value equals the size of the coupon payment across a coupon date . Within a coupon period ( except for the last ...
... corresponding to different stock price lev- els . At all levels of the stock price , the bond value exhibits a drop in value equals the size of the coupon payment across a coupon date . Within a coupon period ( except for the last ...
Página 326
... corresponding eigenvector of K , satisfying u1 = [ a , ( j ) μ ( x ; ) ( a , ( j ) , j = 1 , ... , are the components of a ; ) . I For assuring u is of unit length , each α ; must be normalized using the corresponding eigenvalue by α ...
... corresponding eigenvector of K , satisfying u1 = [ a , ( j ) μ ( x ; ) ( a , ( j ) , j = 1 , ... , are the components of a ; ) . I For assuring u is of unit length , each α ; must be normalized using the corresponding eigenvalue by α ...
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