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 48
... patterns , x ; E Rd be the ith input pattern , where d is the number of the input variables , and y ; be the corresponding label of x ;. Each label is either 1 or -1 . We denote the set of the input patterns as n = { x ; } . Similarly ...
... patterns , x ; E Rd be the ith input pattern , where d is the number of the input variables , and y ; be the corresponding label of x ;. Each label is either 1 or -1 . We denote the set of the input patterns as n = { x ; } . Similarly ...
Página 49
... patterns . C is se- lected to penalise the error . Kernel transform has been widely used by SVMs , by which the input space is transformed to a high ... patterns Ratio patterns survival failed 26 year survival failed 49 CIFER'03 HONG KONG.
... patterns . C is se- lected to penalise the error . Kernel transform has been widely used by SVMs , by which the input space is transformed to a high ... patterns Ratio patterns survival failed 26 year survival failed 49 CIFER'03 HONG KONG.
Página 394
... patterns ( charts ) . By applying a series of two - dimensional SOMs to finan- cial time series , financial patterns have been automatically discovered . To see whether these patterns transmit prof- itable signals , " normalized ...
... patterns ( charts ) . By applying a series of two - dimensional SOMs to finan- cial time series , financial patterns have been automatically discovered . To see whether these patterns transmit prof- itable signals , " normalized ...
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