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 145
... Linear and Neural Network Models Paul D. McNelis [ 23 ]. Abstract This paper applies neural network methodol- ogy to inflation forecasting in the Euro - area and the USA . Neural network methodology outperforms linear forecasting methods ...
... Linear and Neural Network Models Paul D. McNelis [ 23 ]. Abstract This paper applies neural network methodol- ogy to inflation forecasting in the Euro - area and the USA . Neural network methodology outperforms linear forecasting methods ...
Página 148
... linear models do about equally well for overall explana- tory power , though the Hannan - Quinn criteria favor the linear model . One cannot reject serial independence for the linear model at all horizons , but only for the network at ...
... linear models do about equally well for overall explana- tory power , though the Hannan - Quinn criteria favor the linear model . One cannot reject serial independence for the linear model at all horizons , but only for the network at ...
Página 340
... linear noise process ? • Is the data consistent with some state dependent noise process ? • Is the data consistent ... linear data analysis does not provide a complete description of the structure observed in the data . We conclude that ...
... linear noise process ? • Is the data consistent with some state dependent noise process ? • Is the data consistent ... linear data analysis does not provide a complete description of the structure observed in the data . We conclude that ...
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