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 26
... output layer . AANN should reproduce an input vector at the output with a least error [ 3,10 ] . Let F denote an auto - associative mapping function , xP an input vector and y an output vector . And for an I - J - K - L- M structure I ...
... output layer . AANN should reproduce an input vector at the output with a least error [ 3,10 ] . Let F denote an auto - associative mapping function , xP an input vector and y an output vector . And for an I - J - K - L- M structure I ...
Página 232
... output . The backpropagation algorithm consists of four steps . First , weights and node offsets are initialized to small random values . Second , the input vector is presented and the output is identified . Third , the actual outputs ...
... output . The backpropagation algorithm consists of four steps . First , weights and node offsets are initialized to small random values . Second , the input vector is presented and the output is identified . Third , the actual outputs ...
Página 418
... output layer while the non - trend data will result in a large error at the output layer . With an appropriate threshold , the AANN can be used to detect the occurrence of the trend . 4. Data Collection and Neural Network Training The ...
... output layer while the non - trend data will result in a large error at the output layer . With an appropriate threshold , the AANN can be used to detect the occurrence of the trend . 4. Data Collection and Neural Network Training The ...
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