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 164
... individual bases or just learning from public base too . Actually , we not only implement individual learning through introducing agents of type 1 and type 2 , but also take social learning into consid- eration by introducing agents of ...
... individual bases or just learning from public base too . Actually , we not only implement individual learning through introducing agents of type 1 and type 2 , but also take social learning into consid- eration by introducing agents of ...
Página 169
... individual as the quoter from whichever side the binary value points to . Here , as in previous ZIP work [ 1,5,6 ] ... individual from generation g is inserted into the population of g + 1 ) was also used . The genome of each individual ...
... individual as the quoter from whichever side the binary value points to . Here , as in previous ZIP work [ 1,5,6 ] ... individual from generation g is inserted into the population of g + 1 ) was also used . The genome of each individual ...
Página 250
... individual risky assets and then determine active positions based on the forecasts from both models . The models are often built separately with the goal of achieving high IC for each individual asset . The pitfall of this approach is ...
... individual risky assets and then determine active positions based on the forecasts from both models . The models are often built separately with the goal of achieving high IC for each individual asset . The pitfall of this approach is ...
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