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 29
... influence the learning of the ANN . Every bootstrap sample begins with new random weights . This immunise the results from the initial setup of the weights . 3. Case Study Our case study involves the analysis of the monthly difference ...
... influence the learning of the ANN . Every bootstrap sample begins with new random weights . This immunise the results from the initial setup of the weights . 3. Case Study Our case study involves the analysis of the monthly difference ...
Página 68
... influence of outliers . Norms with influence - limiting properties are called as M - estimators in regression [ 2 ] . The difficulty involved in using M - estimators is that they usually possess a set of parameters which have to be ...
... influence of outliers . Norms with influence - limiting properties are called as M - estimators in regression [ 2 ] . The difficulty involved in using M - estimators is that they usually possess a set of parameters which have to be ...
Página 253
... influenced GM and how their influence acted . The MPR technique is similar to the commonly used multilinear regression ( MLR ) . MLR models are widely used . However , they may ignore important relationships in the data , and can ...
... influenced GM and how their influence acted . The MPR technique is similar to the commonly used multilinear regression ( MLR ) . MLR models are widely used . However , they may ignore important relationships in the data , and can ...
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