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 61
... operator of dimension n if there exists a W1 W2 weighting vector W = associated with F such that 1. Vi 1 ... n , w ; e [ 0,1 ] and = Wn Σ wi Σ i = 1 2. w ; = 1. Furthermore F ( a1 , a2 ,, an ) = w ; b ; where b ; is the i - th biggest ...
... operator of dimension n if there exists a W1 W2 weighting vector W = associated with F such that 1. Vi 1 ... n , w ; e [ 0,1 ] and = Wn Σ wi Σ i = 1 2. w ; = 1. Furthermore F ( a1 , a2 ,, an ) = w ; b ; where b ; is the i - th biggest ...
Página 91
... operator . As described in [ Yager , 1988 ] : A mapping F from l1 -- > I in [ 0,1 ] is called an OWA operator of dimension n if associated with F is a weighting vector W = ( w ,, w w such that W ; in 1 ' 2 ' ' n .... ... i nn [ 0,1 ] ...
... operator . As described in [ Yager , 1988 ] : A mapping F from l1 -- > I in [ 0,1 ] is called an OWA operator of dimension n if associated with F is a weighting vector W = ( w ,, w w such that W ; in 1 ' 2 ' ' n .... ... i nn [ 0,1 ] ...
Página 245
... operator to combine the atomic conditions . The max / min operators for union / intersection were suggested by L.A. Zadeh in 1965 [ Kruse94 ] . In this decision process we need an operator that is somewhere in the middle . Some ...
... operator to combine the atomic conditions . The max / min operators for union / intersection were suggested by L.A. Zadeh in 1965 [ Kruse94 ] . In this decision process we need an operator that is somewhere in the middle . Some ...
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