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 87
... defined for each linguistic variable . The associated terms must be given by credit experts and customers . Experience has shown that it is advisable to have at least 5 terms for each linguistic variable . For the definition of ...
... defined for each linguistic variable . The associated terms must be given by credit experts and customers . Experience has shown that it is advisable to have at least 5 terms for each linguistic variable . For the definition of ...
Página 88
... defined for all parameters identified in the first step . This includes the definition of linguistic terms , associated fuzzy sets and membership functions . • Numerical input values for which a linguistic variable has been defined have ...
... defined for all parameters identified in the first step . This includes the definition of linguistic terms , associated fuzzy sets and membership functions . • Numerical input values for which a linguistic variable has been defined have ...
Página 100
... Definition 1 : The fuzzy function is defined by fx → F ( y ) ; Y = f ( x , A ) where ( i ) x Є X X is the classical set , ( ii ) A is a fuzzy set . ( iii ) Y is the mapping of x from fuzzy set A , and ( iv ) F ( y ) is the set of all ...
... Definition 1 : The fuzzy function is defined by fx → F ( y ) ; Y = f ( x , A ) where ( i ) x Є X X is the classical set , ( ii ) A is a fuzzy set . ( iii ) Y is the mapping of x from fuzzy set A , and ( iv ) F ( y ) is the set of all ...
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