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 185
... fuzzy rule- base without any prior knowledge about what inputs to select , how many rules to set up and how to link the fuzzy sets within one rule . It is also called a model - free approach and allows for non - linearities between ...
... fuzzy rule- base without any prior knowledge about what inputs to select , how many rules to set up and how to link the fuzzy sets within one rule . It is also called a model - free approach and allows for non - linearities between ...
Página 421
... FUZZY EXPERT TRADING SYSTEM FOR DERIVATIVES MARKET TIMING H.S. NG , K.P. LAM , S.S. LAM * Department of Systems Engineering & Engineering Management , The Chinese University of Hong Kong , Shatin , N.T. , Hong Kong * School of Business ...
... FUZZY EXPERT TRADING SYSTEM FOR DERIVATIVES MARKET TIMING H.S. NG , K.P. LAM , S.S. LAM * Department of Systems Engineering & Engineering Management , The Chinese University of Hong Kong , Shatin , N.T. , Hong Kong * School of Business ...
Página 423
... fuzzy trading rules , fuzzy variables and fuzzy system were defined using the interactive interface as shown in Figure 4. The GA was implemented based on the public domain GA toolbox of Houck [ 8 ] . Since there does not exist any ...
... fuzzy trading rules , fuzzy variables and fuzzy system were defined using the interactive interface as shown in Figure 4. The GA was implemented based on the public domain GA toolbox of Houck [ 8 ] . Since there does not exist any ...
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