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 162
... Rule by the GP As described above , despite agents of type 2 and type 4 access different trading rule bases , they are identical in the way that they apply trading rules to support their decision making process . In this paper , trading ...
... Rule by the GP As described above , despite agents of type 2 and type 4 access different trading rule bases , they are identical in the way that they apply trading rules to support their decision making process . In this paper , trading ...
Página 185
... rule- base without any prior knowledge about what inputs to select , how many rules to set up and how to link the fuzzy sets within one rule . It is also called a model - free approach and allows for non - linearities between inputs and ...
... rule- base without any prior knowledge about what inputs to select , how many rules to set up and how to link the fuzzy sets within one rule . It is also called a model - free approach and allows for non - linearities between inputs and ...
Página 188
... rule - base as a list of linked linguistic fuzzy sets - just like the example in section 3 - , represent the rules as a set of activated fuzzy sets in a table grid for a quick overview or show each single rule in detail . In order to ...
... rule - base as a list of linked linguistic fuzzy sets - just like the example in section 3 - , represent the rules as a set of activated fuzzy sets in a table grid for a quick overview or show each single rule in detail . In order to ...
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