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 vii
... abstracts and papers of talks presented at the Second Conference on Computational Intelligence for Financial Engineering ( CIFEr '96 ) . Like the first meeting , this conference was jointly hosted by the Institute of Electrical and ...
... abstracts and papers of talks presented at the Second Conference on Computational Intelligence for Financial Engineering ( CIFEr '96 ) . Like the first meeting , this conference was jointly hosted by the Institute of Electrical and ...
Página 23
... abstract public Order GetBid ( double price ) ; public void Consume ( ) { } Networth.Food Decr ( ) ; abstract public void Produce ( double price ) ; public Bar [ ] Report ( ) { return null ; } } Figure 2 : Java code that defines the ...
... abstract public Order GetBid ( double price ) ; public void Consume ( ) { } Networth.Food Decr ( ) ; abstract public void Produce ( double price ) ; public Bar [ ] Report ( ) { return null ; } } Figure 2 : Java code that defines the ...
Página 134
... Abstract We approach stock selection for long / short portfo- lios from the perspective of knowledge discovery in databases and rule induction : given a database of historical information on some universe of stocks , discover rules from ...
... Abstract We approach stock selection for long / short portfo- lios from the perspective of knowledge discovery in databases and rule induction : given a database of historical information on some universe of stocks , discover rules from ...
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