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 171
... object in the two or three dimensions that we humans are familiar with communicating in is manifestly problematic ; yet appropri- ate visualisations can be highly valuable in demonstrating that the results of the GA's evolutionary ...
... object in the two or three dimensions that we humans are familiar with communicating in is manifestly problematic ; yet appropri- ate visualisations can be highly valuable in demonstrating that the results of the GA's evolutionary ...
Página 354
... object in a particular time period , we will be able to investigate how behaviors change and how different behaviors are related overtime . Abstract : As macroeconomic fundamentals based modelling of FX timeseries CIFER'03 HONG KONG 354.
... object in a particular time period , we will be able to investigate how behaviors change and how different behaviors are related overtime . Abstract : As macroeconomic fundamentals based modelling of FX timeseries CIFER'03 HONG KONG 354.
Página 388
... objects that they are looking for . This con- venience is particularly important when one can only effec- tively recognize some patterns by visual inspection rather than by mathematical descriptions . The SOMS adopt so - called ...
... objects that they are looking for . This con- venience is particularly important when one can only effec- tively recognize some patterns by visual inspection rather than by mathematical descriptions . The SOMS adopt so - called ...
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