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 74
... peak in the performance graph after 500-600 iterations is probably due to chance , there is a visible high between 1500 and 2500 training passes and a steady decline afterwards . This suggests that a very good generalizing ability is ...
... peak in the performance graph after 500-600 iterations is probably due to chance , there is a visible high between 1500 and 2500 training passes and a steady decline afterwards . This suggests that a very good generalizing ability is ...
Página 78
... peak performance of the testing set . In fact , experiments show that an automated selection of o leads to results which are up to 4 % worse than the optimal values , depending on the data set chosen for the experiment . The very best ...
... peak performance of the testing set . In fact , experiments show that an automated selection of o leads to results which are up to 4 % worse than the optimal values , depending on the data set chosen for the experiment . The very best ...
Página 97
... peaks , a downward trend is declared . A reversal in the market is indicated when the wavelike series of rising peaks and troughs is broken as depicted in Fig . 2. There are several patterns that can be identified as the characteristics ...
... peaks , a downward trend is declared . A reversal in the market is indicated when the wavelike series of rising peaks and troughs is broken as depicted in Fig . 2. There are several patterns that can be identified as the characteristics ...
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