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 61
... decision attitude . The classic decision attitudes can be seen as special cases of this approach . Hence , we see that if wɲ = 1 and all other w ; = 0 , F ( a1 , a2 , ... , an ) = min a ; ( a pessimistic attitude ) , if w ] wn j = 1 and ...
... decision attitude . The classic decision attitudes can be seen as special cases of this approach . Hence , we see that if wɲ = 1 and all other w ; = 0 , F ( a1 , a2 , ... , an ) = min a ; ( a pessimistic attitude ) , if w ] wn j = 1 and ...
Página 63
... decision making with probabilities and decision making under complete uncertainty . In §2 , we assumed that the state of nature was perfectly well known and given to the decision maker by a crisp singleton . Let us now assume that there ...
... decision making with probabilities and decision making under complete uncertainty . In §2 , we assumed that the state of nature was perfectly well known and given to the decision maker by a crisp singleton . Let us now assume that there ...
Página 93
... decision variables and to eliminate irrelevant decision variables , pertaining to the measurement of risk . Logistic regression is a commonly used statistical technique to reduce the number of decision variables to a manageable size ...
... decision variables and to eliminate irrelevant decision variables , pertaining to the measurement of risk . Logistic regression is a commonly used statistical technique to reduce the number of decision variables to a manageable size ...
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