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 |
Dentro del libro
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Página 171
... fitness values from 50 repetitions of a 500 - generation experiment operating with M1 , but with a fixed - mechanism ( FM ) CDA of Q = 0.5 : bimodal results , with 96 % of the repetitions settling to fitness values around 4.5 and the ...
... fitness values from 50 repetitions of a 500 - generation experiment operating with M1 , but with a fixed - mechanism ( FM ) CDA of Q = 0.5 : bimodal results , with 96 % of the repetitions settling to fitness values around 4.5 and the ...
Página 172
... fitness landscape for ZIP traders in MIM2 . Scale as for Fig . 7. Fitness values for Q , = 1.0 lie off the scale to the right . -25 -20 -15 10 5 -0 Figure 11 : Contour plot of fitness landscape for ZIP traders in M2M1 . Scale as for Fig ...
... fitness landscape for ZIP traders in MIM2 . Scale as for Fig . 7. Fitness values for Q , = 1.0 lie off the scale to the right . -25 -20 -15 10 5 -0 Figure 11 : Contour plot of fitness landscape for ZIP traders in M2M1 . Scale as for Fig ...
Página 173
... fitness landscape , showing allocative efficiency ( ver- tical axis : 97.0 to 98.8 ) obtained for Q = 0.0 to Q , = 1.0 ( horizontal axis ) . Search by a GA reveals the peak fitness to be around Q , = 0.42 . 92 90 66 OsLandscape - Sor ...
... fitness landscape , showing allocative efficiency ( ver- tical axis : 97.0 to 98.8 ) obtained for Q = 0.0 to Q , = 1.0 ( horizontal axis ) . Search by a GA reveals the peak fitness to be around Q , = 0.42 . 92 90 66 OsLandscape - Sor ...
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