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 27
... determine the " optimal " number of hidden units and the number of training iterations . The Levenberg - Marquardt ... determined the optimal value of 10 hidden nodes by repeated training for various hidden nodes 3,5,7 and 10. To reduce ...
... determine the " optimal " number of hidden units and the number of training iterations . The Levenberg - Marquardt ... determined the optimal value of 10 hidden nodes by repeated training for various hidden nodes 3,5,7 and 10. To reduce ...
Página 78
... Determining the partial derivative of ( 1 ) with respect to So we obtain the delta of a European put : 8 = Əpo / So ... determine the raw fitness of our approxi- mations based on the pricing and hedging performance . We focus on this ...
... Determining the partial derivative of ( 1 ) with respect to So we obtain the delta of a European put : 8 = Əpo / So ... determine the raw fitness of our approxi- mations based on the pricing and hedging performance . We focus on this ...
Página 180
... determine the equations needed to determine the time depending probabilities p , q . p = q = eλUBq eλUB¶ + eλ [ ( UB + σB ) q + A22 ( 1 − q ) ] eAPUP eλpUp + e ^ [ ( Up + 0p ) p + B22 ( 1 − p ) ] p is the value of the dynamic ...
... determine the equations needed to determine the time depending probabilities p , q . p = q = eλUBq eλUB¶ + eλ [ ( UB + σB ) q + A22 ( 1 − q ) ] eAPUP eλpUp + e ^ [ ( Up + 0p ) p + B22 ( 1 − p ) ] p is the value of the dynamic ...
Contenido
BANKRUPTCY PREDICTION WITH LEAST | 1 |
SIMPLE DECISION MAKING CRITERION AS REAL OPTIONS | 17 |
INCLUDING LIFETIME AND OPTIONS IN RESIDUAL INCOME INDICATORS | 31 |
Derechos de autor | |
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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