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 51
... increases with the dimension of the space within which this data are contained . This latter dimension is called the embedding dimension . In contrast , for chaotic data , the Correlation Dimension remains small even when the embedding ...
... increases with the dimension of the space within which this data are contained . This latter dimension is called the embedding dimension . In contrast , for chaotic data , the Correlation Dimension remains small even when the embedding ...
Página 101
... increases and the number of neighboring data vector ( N ) increases , the correlation coefficient between the currencies increases , which verifies the effectiveness of the proposed method . Embedding Dimension Delay Time ( n ) ( t ) ...
... increases and the number of neighboring data vector ( N ) increases , the correlation coefficient between the currencies increases , which verifies the effectiveness of the proposed method . Embedding Dimension Delay Time ( n ) ( t ) ...
Página 128
... increases ( or decreases ) wealth by a factor of m bx1 = bij xij . J = 1 ( 2 ) A sequence of n investments according to portfolio choices b1 , ... , b , increases wealth by a factor of n II b1x1 . i = 1 1 At least one non - zero ...
... increases ( or decreases ) wealth by a factor of m bx1 = bij xij . J = 1 ( 2 ) A sequence of n investments according to portfolio choices b1 , ... , b , increases wealth by a factor of n II b1x1 . i = 1 1 At least one non - zero ...
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