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 96
... PREDICTION BY FUZZY INFERENCING ON DETERMINISTIC CHAOS SABYASACHI GHOSHRAY Department of Electrical & Computer Engineering Florida ... predict the future 96 Foreign Exchange Rate Prediction By Fuzzy Inferencing on Deterministic Chaos.
... PREDICTION BY FUZZY INFERENCING ON DETERMINISTIC CHAOS SABYASACHI GHOSHRAY Department of Electrical & Computer Engineering Florida ... predict the future 96 Foreign Exchange Rate Prediction By Fuzzy Inferencing on Deterministic Chaos.
Página 97
... predict the future values based on deterministic dynamic time series . 2. An Inside Look Into The Existing Prediction Methodologies Where the fundamental - based predictions rely on independent projections of the related economic ...
... predict the future values based on deterministic dynamic time series . 2. An Inside Look Into The Existing Prediction Methodologies Where the fundamental - based predictions rely on independent projections of the related economic ...
Página 186
... Prediction via TDM model In this section we examine the prediction power of the TDM model with the end - of - month price data of JG bonds for 1993.1-1995.12 and compare it with the result in TK ( 1995 ) . Let the mean discount function ...
... Prediction via TDM model In this section we examine the prediction power of the TDM model with the end - of - month price data of JG bonds for 1993.1-1995.12 and compare it with the result in TK ( 1995 ) . Let the mean discount function ...
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