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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... matrix of the form : ADA1 where A is a matrix of the original problem and D is a diagonal matrix with positive elements . We have designed an efficient method for factoring this matrix , which we call tree dissection [ 2 ] . The ...
... matrix of the form : ADA1 where A is a matrix of the original problem and D is a diagonal matrix with positive elements . We have designed an efficient method for factoring this matrix , which we call tree dissection [ 2 ] . The ...
Página 175
... matrix of the state vector . The error in the estimate of the state vector is not only dependent on the data but also on Po since P + lk is partly determined by Po . It is therefore interesting to determine the effect of the change in ...
... matrix of the state vector . The error in the estimate of the state vector is not only dependent on the data but also on Po since P + lk is partly determined by Po . It is therefore interesting to determine the effect of the change in ...
Página 275
... matrix of each solution . This matrix has element a ;; = 1 if an arc from vertex i to vertex j exists , = 0 otherwise . • Create a new adjacency matrix having as elements the result of a binary OR operation between the corresponding ...
... matrix of each solution . This matrix has element a ;; = 1 if an arc from vertex i to vertex j exists , = 0 otherwise . • Create a new adjacency matrix having as elements the result of a binary OR operation between the corresponding ...
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