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 25
... signals tend to produce the " no signal " outputs , thus greatly increasing the false negative error rate . Two remedies are often employed . One is to choose only a subset of " no signal " data thus , balancing the two class data . The ...
... signals tend to produce the " no signal " outputs , thus greatly increasing the false negative error rate . Two remedies are often employed . One is to choose only a subset of " no signal " data thus , balancing the two class data . The ...
Página 419
... signal . It is more important to find a way to give a market exit signal . Although , the up - trend and down - trend model model can reinforce each other , it is not a complete solution . Therefore , some stop loss methods were used as ...
... signal . It is more important to find a way to give a market exit signal . Although , the up - trend and down - trend model model can reinforce each other , it is not a complete solution . Therefore , some stop loss methods were used as ...
Página 431
... signal r * ( t ) . Effectively we perform an arbitrary signal / noise decom- position in the wavelets domain by retaining the first eight wavelets coefficients - regarded as the signal - and discard- ing the last twenty four least ...
... signal r * ( t ) . Effectively we perform an arbitrary signal / noise decom- position in the wavelets domain by retaining the first eight wavelets coefficients - regarded as the signal - and discard- ing the last twenty four least ...
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