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 18
... evaluation [ 5 ] . Of course , the penalty for large N is the requirement for large memory . In the original ... evaluation ( as indicated by the percentage - moving sliders ) . Each lattice evaluation is implemented as a separate ...
... evaluation [ 5 ] . Of course , the penalty for large N is the requirement for large memory . In the original ... evaluation ( as indicated by the percentage - moving sliders ) . Each lattice evaluation is implemented as a separate ...
Página 77
... evaluation set . While the network is trained using the training set , the evaluation set constantly determines the generalization ability of the present network . It can be assumed , that a network , fine - tuned to the classification ...
... evaluation set . While the network is trained using the training set , the evaluation set constantly determines the generalization ability of the present network . It can be assumed , that a network , fine - tuned to the classification ...
Página 91
... evaluation score to a particular alternative under consideration . The first step in the aggregation process is to ... evaluation score . The overall evaluation score is computed according to the definition of the OWA operator given ...
... evaluation score to a particular alternative under consideration . The first step in the aggregation process is to ... evaluation score . The overall evaluation score is computed according to the definition of the OWA operator given ...
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