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 126
... steps of path p ; that the kth ant has not visited yet . Пp , is a heuristic value of including derivation steps of pi . The parameters a and B control the relative importance of pheromone trail versus visibility . Using the above ...
... steps of path p ; that the kth ant has not visited yet . Пp , is a heuristic value of including derivation steps of pi . The parameters a and B control the relative importance of pheromone trail versus visibility . Using the above ...
Página 430
... steps t + k , where k = 1..N and N is the number of discreet time steps to the options ex- piry . Traditionally the binomial tree models would assume the daily stock price returns that give rise to the absolute re- turns r ( t + k ) ...
... steps t + k , where k = 1..N and N is the number of discreet time steps to the options ex- piry . Traditionally the binomial tree models would assume the daily stock price returns that give rise to the absolute re- turns r ( t + k ) ...
Página 431
... step ahead forecast of the particular wavelet coefficient . After training each network is fast - forwarded in time N steps by feeding its own one - step ahead forecasts back to the input layer . The Figure 2 schematically represents ...
... step ahead forecast of the particular wavelet coefficient . After training each network is fast - forwarded in time N steps by feeding its own one - step ahead forecasts back to the input layer . The Figure 2 schematically represents ...
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