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 331
... trend patterns ( linear , nonlinear , deterministic , stochastic , and breaking trend ) . We find that with neural networks differencing often gives meritorious results regardless of the underlying DGPs . This finding is also confirmed ...
... trend patterns ( linear , nonlinear , deterministic , stochastic , and breaking trend ) . We find that with neural networks differencing often gives meritorious results regardless of the underlying DGPs . This finding is also confirmed ...
Página 417
... Trend Detection Model Down Trend Detection Model Figure 1. Abstract ― This paper reports the results of a new neural network based trend detector . An auto - associative neural network was trained with the " trend " data obtained from ...
... Trend Detection Model Down Trend Detection Model Figure 1. Abstract ― This paper reports the results of a new neural network based trend detector . An auto - associative neural network was trained with the " trend " data obtained from ...
Página 418
... Trend Detection Model Down Trend Detection Model Figure 1. Detection Process framework KOSPI 200 future intraday price : 6th Jan 1999 1137. Data Database selection Up - trend 0000 Up - trend Market entry Training Hold Test Date Non trend ...
... Trend Detection Model Down Trend Detection Model Figure 1. Detection Process framework KOSPI 200 future intraday price : 6th Jan 1999 1137. Data Database selection Up - trend 0000 Up - trend Market entry Training Hold Test Date Non trend ...
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