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 46
Página 63
... consider the collection of payoffs that can occur under A ; when the state of nature lies in Bk : Mik ( Cij | S ; B ) . Using the provided degree of optimism and the cardinality of Mik we solve the mathematical programming problem for ...
... consider the collection of payoffs that can occur under A ; when the state of nature lies in Bk : Mik ( Cij | S ; B ) . Using the provided degree of optimism and the cardinality of Mik we solve the mathematical programming problem for ...
Página 122
... consider that the financial modelling problem can be divided in three main parts : Time Series Analysis , Selection of Appropriate Models and Selection of the Best Model . The first part of the problem consists in obtaining the time ...
... consider that the financial modelling problem can be divided in three main parts : Time Series Analysis , Selection of Appropriate Models and Selection of the Best Model . The first part of the problem consists in obtaining the time ...
Página 125
... consider for the intelligent system ( statistical models and non - linear dynamical systems models ) . To give an idea of our method , we show in Table 3 a sample case where the set of selected models is MS = { M1 , M2 , M3 , M4 , M5 ...
... consider for the intelligent system ( statistical models and non - linear dynamical systems models ) . To give an idea of our method , we show in Table 3 a sample case where the set of selected models is MS = { M1 , M2 , M3 , M4 , M5 ...
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