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 149
... condition , ẞ a conclusion , cf ; the certainty factor of the ith condition , and CF the rule's certainty factor . A set of rules of the form just mentioned can be mapped into a three - layer neural network architecture as follows . We ...
... condition , ẞ a conclusion , cf ; the certainty factor of the ith condition , and CF the rule's certainty factor . A set of rules of the form just mentioned can be mapped into a three - layer neural network architecture as follows . We ...
Página 244
... condition for each attribute . The condition on one attribute ( atomic condition ) can be even crisp or fuzzy . In crisp conditions operators like < , > , > = , > = or " like " are used . In fuzzy terms we can have fuzzy values ( high ...
... condition for each attribute . The condition on one attribute ( atomic condition ) can be even crisp or fuzzy . In crisp conditions operators like < , > , > = , > = or " like " are used . In fuzzy terms we can have fuzzy values ( high ...
Página 245
... conditions ( crisp or fuzzy ) are satisfied . This leads to the use of the " and " -operator . Notice that a fuzzy condition is true , if the membership degree is greater than null . At the other extreme is the case in which the ...
... conditions ( crisp or fuzzy ) are satisfied . This leads to the use of the " and " -operator . Notice that a fuzzy condition is true , if the membership degree is greater than null . At the other extreme is the case in which the ...
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