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
... Neural Network in Korean firms Jinwoo Baek and Sungzoon Cho Department of Industrial Engineering , Seoul National University , San56-1 , Shillim - Dong , Kwanak - Gu , 151-744 , Seoul , Korea E - mails ... NEURAL NETWORK IN KOREAN FIRMS.
... Neural Network in Korean firms Jinwoo Baek and Sungzoon Cho Department of Industrial Engineering , Seoul National University , San56-1 , Shillim - Dong , Kwanak - Gu , 151-744 , Seoul , Korea E - mails ... NEURAL NETWORK IN KOREAN FIRMS.
Página 363
... network outperforms the two layer network in this application . 1 INTRODUCTION Moody and Wu introduced Recurrent Reinforcement Learning for neural network trading systems in 1996 [ 1 ] , and Moody and Saffell first published results for ...
... network outperforms the two layer network in this application . 1 INTRODUCTION Moody and Wu introduced Recurrent Reinforcement Learning for neural network trading systems in 1996 [ 1 ] , and Moody and Saffell first published results for ...
Página 417
... Neural Networks : Intraday KOSPI 200 Futures Junmyung Lee , Sungzoon Cho and Jinwoo Baek Department of Industrial ... network based trend detector . An auto - associative neural network was trained with the " trend " data obtained from ...
... Neural Networks : Intraday KOSPI 200 Futures Junmyung Lee , Sungzoon Cho and Jinwoo Baek Department of Industrial ... network based trend detector . An auto - associative neural network was trained with the " trend " data obtained from ...
Contenido
BANKRUPTCY PREDICTION WITH LEAST | 1 |
SIMPLE DECISION MAKING CRITERION AS REAL OPTIONS | 17 |
INCLUDING LIFETIME AND OPTIONS IN RESIDUAL INCOME INDICATORS | 31 |
Derechos de autor | |
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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