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 3
... VECTOR MA- CHINES 3.1 Primal Formulation In Support Vector Machines ( SVMs ) and Least Squares Support Vector Machines ( LS - SVMs ) for nonlinear classi- fication , the inputs x are first preprocessed in a nonlinear way by means of the ...
... VECTOR MA- CHINES 3.1 Primal Formulation In Support Vector Machines ( SVMs ) and Least Squares Support Vector Machines ( LS - SVMs ) for nonlinear classi- fication , the inputs x are first preprocessed in a nonlinear way by means of the ...
Página 153
... vector and έ , is the vector of exogenous inputs . Both vectors are assumed to remain constant during a year . ( p ) A suitable cost function h ( t , ut , t ) for the p - th index and the t - th year has been defined . Therefore , the ...
... vector and έ , is the vector of exogenous inputs . Both vectors are assumed to remain constant during a year . ( p ) A suitable cost function h ( t , ut , t ) for the p - th index and the t - th year has been defined . Therefore , the ...
Página 288
... vector including all relevant components in vt and wt - 1 . Hence , xt may include current and lagged values of the external covariate vector vt and lags of the response yt . Since the conditional process f ( ytxt ; 0 ) is indexed by ...
... vector including all relevant components in vt and wt - 1 . Hence , xt may include current and lagged values of the external covariate vector vt and lags of the response yt . Since the conditional process f ( ytxt ; 0 ) is indexed by ...
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