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2 A MODEL OF THE GLOBAL TRANSPORTA- TION SYSTEM In this section , a brief description of the model proposed in [ 18 ] is presented . The complexity of the system prevents from a complete discussion on the overall model and the ...
2 A MODEL OF THE GLOBAL TRANSPORTA- TION SYSTEM In this section , a brief description of the model proposed in [ 18 ] is presented . The complexity of the system prevents from a complete discussion on the overall model and the ...
Página 162
The result of the opera- tion is also pushed down to the stack . In this paper , we deviate from earlier researches in that agents are not restricted to use linear prediction models . Moreover , we allow agents to use any historical ...
The result of the opera- tion is also pushed down to the stack . In this paper , we deviate from earlier researches in that agents are not restricted to use linear prediction models . Moreover , we allow agents to use any historical ...
Página 304
The loss func- tion ( 6 ) corresponds to the loss implied by a Gaussian like- lihood , and the mean absolute deviation criteria , ( 8 ) and ( 9 ) , are interesting because they are more robust to outliers than , say , the mean squared ...
The loss func- tion ( 6 ) corresponds to the loss implied by a Gaussian like- lihood , and the mean absolute deviation criteria , ( 8 ) and ( 9 ) , are interesting because they are more robust to outliers than , say , the mean squared ...
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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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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
agents algorithm analysis applied approach approximation asset assume average bond bound calculated changes compared computed conditional consider correlation corresponding cost currency decision defined denote depends derived deviation distribution dynamics Economics effect equation error estimated example exchange rate expected experiment Figure fitness forecast function future genetic given hedging implied increase indicators input interest investment Journal linear mean measure method moving neural network nonlinear normal Note observations obtained operating optimal option parameters patterns performance period points portfolio positive prediction present probability problem profit Programming random ratio REFERENCES respectively returns risk rules sample selection shows simulation square standard statistical step stochastic stock price strategies Table term tion trading trend University variables vector volatility weights
Información bibliográfica
| Título | Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza Manhattan |
| Colaboradores | IEEE Computer Society, IEEE Neural Networks Council, International Association of Financial Engineers |
| Editor | IEEE Service Center, 1995 |
| Procedencia del original | Universidad de Michigan |
| Digitalizado | 11 Ene. 2008 |
| ISBN | 0780321464, 9780780321465 |
| Largo | 192 páginas |
| Exportar cita | BiBTeX EndNote RefMan |