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
... note a similar observation in our simulations ( see Figure 3 ) . This makes sense in that if all the agents settle on particular predictor functions , we would expect the price to fall into a pattern , making it easily predictable by ...
... note a similar observation in our simulations ( see Figure 3 ) . This makes sense in that if all the agents settle on particular predictor functions , we would expect the price to fall into a pattern , making it easily predictable by ...
Página 61
... note the simple j average is also a special case of this approach where the weights are all equal to n ' As described in [ 4 ] the introduction of this OWA aggregation approach provides unifying view of the process of selecting a ...
... note the simple j average is also a special case of this approach where the weights are all equal to n ' As described in [ 4 ] the introduction of this OWA aggregation approach provides unifying view of the process of selecting a ...
Página 91
... and the overall importance attached to progressively satisfying " more and more " criteria . Note that in this context , " more and 91 more " is a linguistic qualifier representing the decision maker's Rubinson and Yager.
... and the overall importance attached to progressively satisfying " more and more " criteria . Note that in this context , " more and 91 more " is a linguistic qualifier representing the decision maker's Rubinson and Yager.
Contenido
Solving Robust Optimization Models in Finance | 1 |
FINANCIAL COMPUTING ENVIRONMENTS | 14 |
MARKET BEHAVIOR MODELS | 27 |
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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
Adaptive RPCL-CLP analysis applications approach Artificial Neural Networks attributes average Black/Scholes bootstrap calculated call market classification cluster companies computed correlation dimension currency data set days to expiration decision defined described determine deterministic distribution dynamical systems economic efficient equation estimate evaluation example exchange rate factors Figure financial ratios financial time series forecasting future futures contracts fuzzy set GEMGA Genetic Algorithms IEEE implementation implied volatilities Index Prices indices input interest rate Journal Kalman filter layer linear linear regression local volatility MACD mathematical models Mean-Filtered measure method Moneyness neural network node nonlinear open-to-open optimization option prices option valuation output paper patterns performance prediction private ECU problem random Recon regression model residual returns RMSVE rules sample selection simulation standard deviation statistical stochastic Stock Exchange stock market stock market index structure techniques University variables vector volatility function