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 37
Página 51
... Dimension of Grassberger and Procaccia A key concept in determining whether a process is chaotic is the Correlation Dimension , which helps obtain topological information about the underlying system generating the data . For truly ...
... Dimension of Grassberger and Procaccia A key concept in determining whether a process is chaotic is the Correlation Dimension , which helps obtain topological information about the underlying system generating the data . For truly ...
Página 54
... dimension of shuffled series are greater than those of original series . The G - P statistic of shuffled mean- filtered residuals are greater those of mean - filtered residuals . Confirming the evidence that low dimensional chaos exists ...
... dimension of shuffled series are greater than those of original series . The G - P statistic of shuffled mean- filtered residuals are greater those of mean - filtered residuals . Confirming the evidence that low dimensional chaos exists ...
Página 57
... Dimension Statistic Correlation Dimension , BDS Wing Statistic D " ( T ) Mean - Filtered Daily Index Prices 2 0.57 205 5 0.70 488 10 0.90 4045 Shuffled Mean - Filtered Daily Index Prices 2 1.02 0.28 5 2.57 -1.39 10 5.03 0.852 Table 6 ...
... Dimension Statistic Correlation Dimension , BDS Wing Statistic D " ( T ) Mean - Filtered Daily Index Prices 2 0.57 205 5 0.70 488 10 0.90 4045 Shuffled Mean - Filtered Daily Index Prices 2 1.02 0.28 5 2.57 -1.39 10 5.03 0.852 Table 6 ...
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