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 417
... Down Trend Detection Model Figure 1. Abstract ― This paper reports the results of a new neural network based trend detector . An auto - associative neural network was trained with the " trend " data obtained from the intra - day KOSPI ...
... Down Trend Detection Model Figure 1. Abstract ― This paper reports the results of a new neural network based trend detector . An auto - associative neural network was trained with the " trend " data obtained from the intra - day KOSPI ...
Página 418
... down - trend data has a clearly smaller mean ( 0.38 ) than non down - trend data ( 0.56 ) with the down- trend model . These results indicate that there is a chance for profit . Let Su ( i ) and Sd ( i ) denote a directional signal ( 1 ...
... down - trend data has a clearly smaller mean ( 0.38 ) than non down - trend data ( 0.56 ) with the down- trend model . These results indicate that there is a chance for profit . Let Su ( i ) and Sd ( i ) denote a directional signal ( 1 ...
Página 419
... Down Trend in KOSPI 200 future intraday price Figure 3. Accumulated total point earned for 2001 , without. 72.6 △ Down Trend 72.4 @ 72.2 72 -71.8 71.6 71.4 71.2 71 925 937 949 1001 1013 73 72.8 △ Up Trend 1025 1037 1049 LOLL 1113 1125 ...
... Down Trend in KOSPI 200 future intraday price Figure 3. Accumulated total point earned for 2001 , without. 72.6 △ Down Trend 72.4 @ 72.2 72 -71.8 71.6 71.4 71.2 71 925 937 949 1001 1013 73 72.8 △ Up Trend 1025 1037 1049 LOLL 1113 1125 ...
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