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 174
... double auction " . Proc . Int . Joint Conf . Artificial Intelligence ( IJCAI ) , 2001 . ( http://www.research.ibm.com/infoecon/researchpapers.html ) [ 5 ] D. Cliff , " Genetic optimization of adaptive trading agents for double - auction ...
... double auction " . Proc . Int . Joint Conf . Artificial Intelligence ( IJCAI ) , 2001 . ( http://www.research.ibm.com/infoecon/researchpapers.html ) [ 5 ] D. Cliff , " Genetic optimization of adaptive trading agents for double - auction ...
Página 360
... double the amount of data only doubles the runtime . There should be no problems therefore in scaling - up the algorithm to larger data sets . Indeed , our previous work with technical indicators considered 15 minute intraday trading ...
... double the amount of data only doubles the runtime . There should be no problems therefore in scaling - up the algorithm to larger data sets . Indeed , our previous work with technical indicators considered 15 minute intraday trading ...
Página 389
... double tops and bottoms . In the following , we shall briefly review how the analysis of charting was con- ducted in these papers , and point out the departure in our proposed approach . The main contribution of [ 1 ] and [ 12 ] was to ...
... double tops and bottoms . In the following , we shall briefly review how the analysis of charting was con- ducted in these papers , and point out the departure in our proposed approach . The main contribution of [ 1 ] and [ 12 ] was to ...
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