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 25
... major problem is the imbalance of data , i.e. much more solvent data than default data . We propose a auto - associative neural network ( AANN ) that learns the identity mapping of input . By training the network with only solvent data ...
... major problem is the imbalance of data , i.e. much more solvent data than default data . We propose a auto - associative neural network ( AANN ) that learns the identity mapping of input . By training the network with only solvent data ...
Página 219
... major countries , some extreme distributions for Asian exchange rates may be Gumbel distributions . These results seem fairly robust as the tail indexes of the extreme distributions of returns on Asian exchange rates do not change much ...
... major countries , some extreme distributions for Asian exchange rates may be Gumbel distributions . These results seem fairly robust as the tail indexes of the extreme distributions of returns on Asian exchange rates do not change much ...
Página 365
... major and minor currencies . The HFDF data set in- cludes half hourly bid and ask prices for the entire year , a total of 17568 samples ( note that 1996 was a leap year ) . The markets were divided into a tuning set consisting of 10 ...
... major and minor currencies . The HFDF data set in- cludes half hourly bid and ask prices for the entire year , a total of 17568 samples ( note that 1996 was a leap year ) . The markets were divided into a tuning set consisting of 10 ...
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