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 |
Dentro del libro
Resultados 1-3 de 78
Página 319
... points . The Sequential Minimal Optimization ( SMO ) algorithm extended by Scholkopf and Smola [ 11,12 ] is very ... points , 1 = C - ASVM ESVM and Ec- ( ii ) When a → ∞ , then Lim n 0 i < C1 2. In this = n Ci≥ 2 case , the weights ...
... points . The Sequential Minimal Optimization ( SMO ) algorithm extended by Scholkopf and Smola [ 11,12 ] is very ... points , 1 = C - ASVM ESVM and Ec- ( ii ) When a → ∞ , then Lim n 0 i < C1 2. In this = n Ci≥ 2 case , the weights ...
Página 321
... points provide more information than the distant training data points . And by incorporating this prior knowledge into SVMs , the c - ASVMS are more effective in forecasting financial time series than the standard SVMs . Table 3 The ...
... points provide more information than the distant training data points . And by incorporating this prior knowledge into SVMs , the c - ASVMS are more effective in forecasting financial time series than the standard SVMs . Table 3 The ...
Página 327
... points from 1700 - 1955 are used as the training set , and the remaining data points from 1956 1979 are used as the test set . 12 previous sunspots are used to predict the current sunspot . To select the optimal free parameters of SVM ...
... points from 1700 - 1955 are used as the training set , and the remaining data points from 1956 1979 are used as the test set . 12 previous sunspots are used to predict the current sunspot . To select the optimal free parameters of SVM ...
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 | |
Otras 6 secciones no mostradas
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
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