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 35
... considered equivalent to ( very ) hard to find a rule from past experience under intensive search which can predict the future better than a random walk ( RW ) . If this is the case , to capture the technical meaning of unpredictability ...
... considered equivalent to ( very ) hard to find a rule from past experience under intensive search which can predict the future better than a random walk ( RW ) . If this is the case , to capture the technical meaning of unpredictability ...
Página 120
... considered an intelligent system for automated mathematical modelling for FTSP . 1.- INTRODUCTION We describe in this paper a new method to perform automated mathematical modelling for FTSP using Fuzzy Logic techniques , Dynamical ...
... considered an intelligent system for automated mathematical modelling for FTSP . 1.- INTRODUCTION We describe in this paper a new method to perform automated mathematical modelling for FTSP using Fuzzy Logic techniques , Dynamical ...
Página 155
... considered gene Transcription ( CHROMOSOME. Abstract This paper introduces the gene expression messy genetic algorithm ( GEMGA ) -a new generation of messy GAs that may find many applications in finan- cial engineering . Unlike other ...
... considered gene Transcription ( CHROMOSOME. Abstract This paper introduces the gene expression messy genetic algorithm ( GEMGA ) -a new generation of messy GAs that may find many applications in finan- cial engineering . Unlike other ...
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