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The solution from the ridge regression problem ( 5 ) - ( 6 ) can be obtained in the primal space from a linear set of equations of dimension ( n + 1 ) × ( n + 1 ) , but in SVMs and kernel methods in general , the feature vector ( x ) is ...
The solution from the ridge regression problem ( 5 ) - ( 6 ) can be obtained in the primal space from a linear set of equations of dimension ( n + 1 ) × ( n + 1 ) , but in SVMs and kernel methods in general , the feature vector ( x ) is ...
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Figure 3 : Receiver Operating Characteristic curves obtained with LDA ( dashed line ) , LOGIT ( dash - dotted line ) and LS- SVM ( full line ) using the optimized input set . dependent of the choice of the bias term .
Figure 3 : Receiver Operating Characteristic curves obtained with LDA ( dashed line ) , LOGIT ( dash - dotted line ) and LS- SVM ( full line ) using the optimized input set . dependent of the choice of the bias term .
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96.8 " M3Landscape 96.6 98.4 982 90 978 976 97.4 972 07 D 0.1 02 03 04 05 06 87 0.8 09 Figure 14 : M3 ZI - C fitness landscape , showing allocative efficiency ( ver- tical axis : 97.0 to 98.8 ) obtained for Q = 0.0 to Q ...
96.8 " M3Landscape 96.6 98.4 982 90 978 976 97.4 972 07 D 0.1 02 03 04 05 06 87 0.8 09 Figure 14 : M3 ZI - C fitness landscape , showing allocative efficiency ( ver- tical axis : 97.0 to 98.8 ) obtained for Q = 0.0 to Q ...
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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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Otras ediciones - Ver todas
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
agents algorithm analysis applied approach approximation asset assume average bond bound calculated changes compared computed conditional consider correlation corresponding cost currency decision defined denote depends derived deviation distribution dynamics Economics effect equation error estimated example exchange rate expected experiment Figure fitness forecast function future genetic given hedging implied increase indicators input interest investment Journal linear mean measure method moving neural network nonlinear normal Note observations obtained operating optimal option parameters patterns performance period points portfolio positive prediction present probability problem profit Programming random ratio REFERENCES respectively returns risk rules sample selection shows simulation square standard statistical step stochastic stock price strategies Table term tion trading trend University variables vector volatility weights
Información bibliográfica
| Título | Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza Manhattan |
| Colaboradores | IEEE Computer Society, IEEE Neural Networks Council, International Association of Financial Engineers |
| Editor | IEEE Service Center, 1995 |
| Procedencia del original | Universidad de Michigan |
| Digitalizado | 11 Ene. 2008 |
| ISBN | 0780321464, 9780780321465 |
| Largo | 192 páginas |
| Exportar cita | BiBTeX EndNote RefMan |