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
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Página 35
... predict or very hard to predict is considered equivalent to ( very ) hard to find a rule from past experience under intensive search which can predict the future better than a random walk ( RW ) . If this is the case , to capture the ...
... predict or very hard to predict is considered equivalent to ( very ) hard to find a rule from past experience under intensive search which can predict the future better than a random walk ( RW ) . If this is the case , to capture the ...
Página 72
... predict the behavior of bonds , currencies , stocks , or stock markets . In this paper , the Standard & Poors 500 Index is modeled using different neural network classification architectures . Most previous experiments used multilayer ...
... predict the behavior of bonds , currencies , stocks , or stock markets . In this paper , the Standard & Poors 500 Index is modeled using different neural network classification architectures . Most previous experiments used multilayer ...
Página 186
... predict the four time dependent parameters djt + 1 s by applying the VAR ( 1 ) or VAR ( 2 ) model to the estimated parameters up to t . The movements of predicted and realized values of the parameters are graphed in Fig.3-1 for the ...
... predict the four time dependent parameters djt + 1 s by applying the VAR ( 1 ) or VAR ( 2 ) model to the estimated parameters up to t . The movements of predicted and realized values of the parameters are graphed in Fig.3-1 for the ...
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