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 vii
... presented at the Second Conference on Computational Intelligence for Financial Engineering ( CIFEr '96 ) . Like the ... presentation format . With the exception of keynote sessions , we have implemented a dual track of presentations ...
... presented at the Second Conference on Computational Intelligence for Financial Engineering ( CIFEr '96 ) . Like the ... presentation format . With the exception of keynote sessions , we have implemented a dual track of presentations ...
Página 39
... presented at the First International Conference of the Society for Computational Economics : Computing in Economics and Finance , May 21-24 , 1995 , Austin , Texas . Forthcoming in the Journal of Economic Dynamics and Control . [ 5 ] ...
... presented at the First International Conference of the Society for Computational Economics : Computing in Economics and Finance , May 21-24 , 1995 , Austin , Texas . Forthcoming in the Journal of Economic Dynamics and Control . [ 5 ] ...
Página 101
... presented . Time series data of the exchange rates of several European Currencies versus US $ have been tested . It has been observed that as the dimension of embedding ( n ) and delay time ( t ) increases and the number of neighboring ...
... presented . Time series data of the exchange rates of several European Currencies versus US $ have been tested . It has been observed that as the dimension of embedding ( n ) and delay time ( t ) increases and the number of neighboring ...
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