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 83
... presented here , have shown a tendency that the deviations caused by the ge- netic approximations are the higher the lower the volatility of the underlying asset . Thus , let us next investigate how ac- curate the various approximations ...
... presented here , have shown a tendency that the deviations caused by the ge- netic approximations are the higher the lower the volatility of the underlying asset . Thus , let us next investigate how ac- curate the various approximations ...
Página 151
... presented to demonstrate the effectiveness of the proposed method . Keywords : Economic growth , freight transportation mar- ket , optimal control , feedback , dynamic programming , neu- ral networks 1 INTRODUCTION Transport growth ...
... presented to demonstrate the effectiveness of the proposed method . Keywords : Economic growth , freight transportation mar- ket , optimal control , feedback , dynamic programming , neu- ral networks 1 INTRODUCTION Transport growth ...
Página 189
... presented a study about the forecasting perfor- mance of two types of forecasting techniques : a dynam- ic , single - equation econometric approach vs a compu- tational one based on genetic neural fuzzy rule - bases . We briefly ...
... presented a study about the forecasting perfor- mance of two types of forecasting techniques : a dynam- ic , single - equation econometric approach vs a compu- tational one based on genetic neural fuzzy rule - bases . We briefly ...
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