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 12
... Programming Via Primal - Dual Interior Point Method and Its Use in a Sequential Procedure , " ORSA Journal of ... Programming , " SIAM J. on Optimization , 4 , 833-846 , 1994 . 16. Kall , P. and S. W. Wallace , Stochastic Programming ...
... Programming Via Primal - Dual Interior Point Method and Its Use in a Sequential Procedure , " ORSA Journal of ... Programming , " SIAM J. on Optimization , 4 , 833-846 , 1994 . 16. Kall , P. and S. W. Wallace , Stochastic Programming ...
Página 37
... programming automatically discover this truth ? In fact , we are asking whether genetic programming can be used to prove the EMH . • Can the random walk hypothesis survive well in the competitive enviroment generated by genetic programming ...
... programming automatically discover this truth ? In fact , we are asking whether genetic programming can be used to prove the EMH . • Can the random walk hypothesis survive well in the competitive enviroment generated by genetic programming ...
Página 39
... Programming , " paper presented at the First International Conference of the Society for Computational Economics ... Programming : On the Programming of Computers by Means of Natural Selec- tion . The MIT Press . [ 11 ] LeBaron , B ...
... Programming , " paper presented at the First International Conference of the Society for Computational Economics ... Programming : On the Programming of Computers by Means of Natural Selec- tion . The MIT Press . [ 11 ] LeBaron , B ...
Contenido
Solving Robust Optimization Models in Finance | 1 |
FINANCIAL COMPUTING ENVIRONMENTS | 14 |
MARKET BEHAVIOR MODELS | 27 |
Derechos de autor | |
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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