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 |
Dentro del libro
Resultados 1-3 de 8
Página 21
... agent system all agents share a common utility function and are perfectly rational . This assumption is rather unrealistic and gives rise to several paradoxical situations . CAFÉ addresses these problems by providing a great deal of ...
... agent system all agents share a common utility function and are perfectly rational . This assumption is rather unrealistic and gives rise to several paradoxical situations . CAFÉ addresses these problems by providing a great deal of ...
Página 22
April 9-11, 1995, New York City, Crowne Plaza Manhattan. AGENT PRODUCER SPECULATOR ADAPTIVE EXPECTATIONS VALUE - BASED TREND - BASED BOUNDEDLY RATIONAL Figure 1 : Agent Hierarchy in CAFÉ agents fail to reach an equilibrium point as the ...
April 9-11, 1995, New York City, Crowne Plaza Manhattan. AGENT PRODUCER SPECULATOR ADAPTIVE EXPECTATIONS VALUE - BASED TREND - BASED BOUNDEDLY RATIONAL Figure 1 : Agent Hierarchy in CAFÉ agents fail to reach an equilibrium point as the ...
Página 25
... agents running on remote processors . Eventually , CAFÉ will run continuously , allowing remote machines to add agents dynamically from anywhere on the World Wide Web . Since Java provides a facility for dynamic loading of new classes ...
... agents running on remote processors . Eventually , CAFÉ will run continuously , allowing remote machines to add agents dynamically from anywhere on the World Wide Web . Since Java provides a facility for dynamic loading of new classes ...
Contenido
Solving Robust Optimization Models in Finance | 1 |
FINANCIAL COMPUTING ENVIRONMENTS | 14 |
MARKET BEHAVIOR MODELS | 27 |
Derechos de autor | |
Otras 11 secciones no mostradas
Otras ediciones - Ver todas
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