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 173
... peak fitness to be around Q , = 0.42 . 92 90 66 OsLandscape - Sor 086 98.4 97 A ม . Q7 2 " MIL scape 97 0.1 0.2 03 0.4 0.5 0.8 07 00 03 ↑ Figure 12 : MI ZI - C fitness landscape , showing allocative efficiency ( ver- tical axis : 97.0 ...
... peak fitness to be around Q , = 0.42 . 92 90 66 OsLandscape - Sor 086 98.4 97 A ม . Q7 2 " MIL scape 97 0.1 0.2 03 0.4 0.5 0.8 07 00 03 ↑ Figure 12 : MI ZI - C fitness landscape , showing allocative efficiency ( ver- tical axis : 97.0 ...
Página 174
... peak performance ( i.e. mini- mum deviation of transaction prices from the equilibrium price ) at non - standard " hybrid " values of Q , such as 0.25 or 0.16 , as discovered by the GA . Although computationally expensive to calculate ...
... peak performance ( i.e. mini- mum deviation of transaction prices from the equilibrium price ) at non - standard " hybrid " values of Q , such as 0.25 or 0.16 , as discovered by the GA . Although computationally expensive to calculate ...
Página 419
... peak profit level . Table 4. Result of Validation for Trade parameter ELC 0.4 0.5 0.6 MLC MLC MLC MLC MLC MLC MLC MLC MLC 0.3 0.35 0.4 0.3 0.35 0.4 0.3 0.35 0.4 H 0.5 42.4 41.3 40.75 L | 0.6 | 45.6 44.3 43.1 50.95 48.55 47.85 C 0.7 ...
... peak profit level . Table 4. Result of Validation for Trade parameter ELC 0.4 0.5 0.6 MLC MLC MLC MLC MLC MLC MLC MLC MLC 0.3 0.35 0.4 0.3 0.35 0.4 0.3 0.35 0.4 H 0.5 42.4 41.3 40.75 L | 0.6 | 45.6 44.3 43.1 50.95 48.55 47.85 C 0.7 ...
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