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 117
... algorithm of Schemeiser ( 1979 ) uses the acceptance / rejection algorithm with an exponential majorizing function and a linear minorizing function for a distribution which is convex for values greater than . The algorithm assumes that ...
... algorithm of Schemeiser ( 1979 ) uses the acceptance / rejection algorithm with an exponential majorizing function and a linear minorizing function for a distribution which is convex for values greater than . The algorithm assumes that ...
Página 155
... algorithm ( GEMGA ) -a new generation of messy GAs that may find many applications in finan- cial engineering . Unlike other existing blackbox op- timization algorithms , GEMGA directly searches for relations among the members of the ...
... algorithm ( GEMGA ) -a new generation of messy GAs that may find many applications in finan- cial engineering . Unlike other existing blackbox op- timization algorithms , GEMGA directly searches for relations among the members of the ...
Página 166
... algorithm Dim SSI SST SSISST 123 4 546,81 8388,67 147,00 4000,57 292,02 2689,42 330,04 1809,89 Fisher 6,52 % 3709,00 ... algorithm Hierarchical clustering algorithm 0,001661 2,373162 49,044507 41,498329 tab . 3 0,002701 2,260267 39 ...
... algorithm Dim SSI SST SSISST 123 4 546,81 8388,67 147,00 4000,57 292,02 2689,42 330,04 1809,89 Fisher 6,52 % 3709,00 ... algorithm Hierarchical clustering algorithm 0,001661 2,373162 49,044507 41,498329 tab . 3 0,002701 2,260267 39 ...
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