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 46
Página 145
... points from December 1 , 1987 to July 31 , 1993 as Training set II and the following 99 data points from August 1 , 1993 to November 30 , 1993 as Testing set II . Every data point is a closing rate ( USD / DEM ) per day in the New York ...
... points from December 1 , 1987 to July 31 , 1993 as Training set II and the following 99 data points from August 1 , 1993 to November 30 , 1993 as Testing set II . Every data point is a closing rate ( USD / DEM ) per day in the New York ...
Página 146
... points are accumulated . We set 1 point 0.0001 DEM . That is , if the rate of USD / DEM changes 0.0001 DEM , then you gain / loss 1 point . In the Hong Kong Foreign Exchange Market , each point is approximately equal to US $ 6.5 . Table ...
... points are accumulated . We set 1 point 0.0001 DEM . That is , if the rate of USD / DEM changes 0.0001 DEM , then you gain / loss 1 point . In the Hong Kong Foreign Exchange Market , each point is approximately equal to US $ 6.5 . Table ...
Página 249
... point to be higher than the average den- sity , the space between each two succes- sive hyperspheres has to contain at least one point . To verify this , the Euclidean distance between the arbitrarily selected point and all other points ...
... point to be higher than the average den- sity , the space between each two succes- sive hyperspheres has to contain at least one point . To verify this , the Euclidean distance between the arbitrarily selected point and all other points ...
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