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 |
Dentro del libro
Resultados 1-3 de 18
Página 28
... measured with the cross correlation function . The nonlinear nonparametric multivariate dependencies can be measured with an ANN test [ Lee93 , 269ff ] . The input is the indicator time series , the output is 28.
... measured with the cross correlation function . The nonlinear nonparametric multivariate dependencies can be measured with an ANN test [ Lee93 , 269ff ] . The input is the indicator time series , the output is 28.
Página 137
... measured at the beginning of each quarter , except for the future three month return , which is measured at the end of each quarter . Since Recon uses a binary classification algo- rithm , it needs a true / false value to predict . We ...
... measured at the beginning of each quarter , except for the future three month return , which is measured at the end of each quarter . Since Recon uses a binary classification algo- rithm , it needs a true / false value to predict . We ...
Página 194
... measuring largely the effects of these level changes and not the actual volatility of the rates . 4.2.2 Robust Estimation Robust estimation allows the effects of the fat tails to be discounted and effectively removed from the ...
... measuring largely the effects of these level changes and not the actual volatility of the rates . 4.2.2 Robust Estimation Robust estimation allows the effects of the fat tails to be discounted and effectively removed from the ...
Contenido
Solving Robust Optimization Models in Finance | 1 |
FINANCIAL COMPUTING ENVIRONMENTS | 14 |
MARKET BEHAVIOR MODELS | 27 |
Derechos de autor | |
Otras 11 secciones no mostradas
Otras ediciones - Ver todas
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