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 68
... probability models . As will be seen in the next section , the appropriate choice of network size , initialization values and parameterization gives the model - builder the power to encounter various problems inherent to the regression ...
... probability models . As will be seen in the next section , the appropriate choice of network size , initialization values and parameterization gives the model - builder the power to encounter various problems inherent to the regression ...
Página 71
... probability distribution . In World Cogress of Neural Networks . Lawrence Erlbaum Associates , 1994 . [ 8 ] D. Ormoneit . Estimation of probability densities using neural networks . Master's thesis , Technische Universität München ...
... probability distribution . In World Cogress of Neural Networks . Lawrence Erlbaum Associates , 1994 . [ 8 ] D. Ormoneit . Estimation of probability densities using neural networks . Master's thesis , Technische Universität München ...
Página 215
... probability distribution The estimated coefficients of the volatility functions can also be used to deduce the shape of the risk - neutral probability distribution at the end of the options ' lives.25 To illustrate , we first use the ...
... probability distribution The estimated coefficients of the volatility functions can also be used to deduce the shape of the risk - neutral probability distribution at the end of the options ' lives.25 To illustrate , we first use the ...
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