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 73
... change from two weeks previous are investigated as possible inputs to the network . All inputs are normalized . Due to the nature of Stock markets , most changes are only of very small amplitude compared to the maximum changes . In ...
... change from two weeks previous are investigated as possible inputs to the network . All inputs are normalized . Due to the nature of Stock markets , most changes are only of very small amplitude compared to the maximum changes . In ...
Página 234
... changes which are typically event- and / or time - dependent . The implication of these changes is that generating mechanisms for the price movements of financial instruments are changing over time . Specifically , it has been observed ...
... changes which are typically event- and / or time - dependent . The implication of these changes is that generating mechanisms for the price movements of financial instruments are changing over time . Specifically , it has been observed ...
Página 236
... changes in the price movements ( the mean process ) . Simply stated , if one cannot characterize the changes in the level of the time series , then they will not be able to characterize the volatility properly . The problem becomes very ...
... changes in the price movements ( the mean process ) . Simply stated , if one cannot characterize the changes in the level of the time series , then they will not be able to characterize the volatility properly . The problem becomes very ...
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