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 90
... Genetic Algorithms for Financial Risk Management Teresa Rubinson TCR , Inc. 18 Wildwood Lane Weston , CT 06883 Ronald R. Yager Man - Machine Institute Iona College New Rochelle , NY 10801 Abstract In this paper , we discuss the ...
... Genetic Algorithms for Financial Risk Management Teresa Rubinson TCR , Inc. 18 Wildwood Lane Weston , CT 06883 Ronald R. Yager Man - Machine Institute Iona College New Rochelle , NY 10801 Abstract In this paper , we discuss the ...
Página 154
... Genetic , and Fuzzy System , " Trading on the Edge , John Wiley & Sons , Inc , 1994 , pp . 243-261 . Fu , L. M . , " Knowledge - Based Neural Network " , Neural Network in Computer Intelligence , McGraw - Hill , 1994 , pp . 115 - 143 ...
... Genetic , and Fuzzy System , " Trading on the Edge , John Wiley & Sons , Inc , 1994 , pp . 243-261 . Fu , L. M . , " Knowledge - Based Neural Network " , Neural Network in Computer Intelligence , McGraw - Hill , 1994 , pp . 115 - 143 ...
Página 160
... genetic Algorithm Laboratory . The following stages of the de- sign and experimentation have been performed at Los ... genetic hill climbing . Boston : Kluwer Academic . Goldberg , D. E. , Deb , K. , & Clark , J. H. ( 1992 ) . Genetic ...
... genetic Algorithm Laboratory . The following stages of the de- sign and experimentation have been performed at Los ... genetic hill climbing . Boston : Kluwer Academic . Goldberg , D. E. , Deb , K. , & Clark , J. H. ( 1992 ) . Genetic ...
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