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 124
... deposited on the ground . It is hardly surprising that for the first time ant algorithms have been applied to the travelling salesman problem be- cause the analogy between the real ants ' problem and the TSP is obvious . In the meantime ...
... deposited on the ground . It is hardly surprising that for the first time ant algorithms have been applied to the travelling salesman problem be- cause the analogy between the real ants ' problem and the TSP is obvious . In the meantime ...
Página 125
... deposit pheromone on the ground which influence the choices they make . Ants tend to choose steps marked by strong ... deposited by an artificial ant depends on the quality of the solution found . In other words , it depends on which ...
... deposit pheromone on the ground which influence the choices they make . Ants tend to choose steps marked by strong ... deposited by an artificial ant depends on the quality of the solution found . In other words , it depends on which ...
Página 233
... deposit , the ninety - day Eurodollar deposit rate , the foreign currency spot rate , and the ninety day forward and ninety day futures rate of exchange . The ten nodes are the one and two period differences of the five variables . The ...
... deposit , the ninety - day Eurodollar deposit rate , the foreign currency spot rate , and the ninety day forward and ninety day futures rate of exchange . The ten nodes are the one and two period differences of the five variables . 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