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 38
... fitness can always be improved by searching for a bigger LISP tree . For example , when the sample size is 200 , the length of the best LISP program has a positive relation to the number of generation of the evolution . However , when ...
... fitness can always be improved by searching for a bigger LISP tree . For example , when the sample size is 200 , the length of the best LISP program has a positive relation to the number of generation of the evolution . However , when ...
Página 156
... fitness . For a minimization problem , if that change cause a improves the fitness ( i.e. fitness decreases ) then the original instance of the gene cer- tainly do not belong to the instance of the best class of a relation , since fitness ...
... fitness . For a minimization problem , if that change cause a improves the fitness ( i.e. fitness decreases ) then the original instance of the gene cer- tainly do not belong to the instance of the best class of a relation , since fitness ...
Página 158
... fitness . // Increment generation counter k = k + 1 ; // k_max is of O ( log ( Problem_length ) ) } Until ( k > k_max ) Figure 4 : Pseudo - code of GEMGA . The constant C ¡ [ A ] , where [ A ] is the cardinality of the alphabet set ...
... fitness . // Increment generation counter k = k + 1 ; // k_max is of O ( log ( Problem_length ) ) } Until ( k > k_max ) Figure 4 : Pseudo - code of GEMGA . The constant C ¡ [ A ] , where [ A ] is the cardinality of the alphabet set ...
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