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 76
... patterns with large changes could be added to the algorithm . Nevertheless , such a change in architecture would result in an enormous increase in complexity , since the number of neurons in the output layer has to be changed and the ...
... patterns with large changes could be added to the algorithm . Nevertheless , such a change in architecture would result in an enormous increase in complexity , since the number of neurons in the output layer has to be changed and the ...
Página 280
... patterns must be discriminated at the output node with output , the distance between the two patterns must be larger than loput . 166 These observation lead to a specific data treatment and a weight initialization technique suggested in ...
... patterns must be discriminated at the output node with output , the distance between the two patterns must be larger than loput . 166 These observation lead to a specific data treatment and a weight initialization technique suggested in ...
Página 282
... pattern is similar to K - neighboring patterns with different de- gree of membership , the estimated output ( crisp ) is computed by finding the centroid of the corresponding K output patterns . In the above formulation , there are no ...
... pattern is similar to K - neighboring patterns with different de- gree of membership , the estimated output ( crisp ) is computed by finding the centroid of the corresponding K output patterns . In the above formulation , there are no ...
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