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 99
... space I can be fined as an open set in some real Banach space B. such that K is a non - empty compact set having a neighborhood V in W with the following properties : every trajectory starting in N has compact closure in Wand has all ...
... space I can be fined as an open set in some real Banach space B. such that K is a non - empty compact set having a neighborhood V in W with the following properties : every trajectory starting in N has compact closure in Wand has all ...
Página 100
... space is similar to the trajectory of the state of the dynamic system . This chaotic dynamic system generates the one - dimensional time series as this state evolves in phase space . In practice , it is not known apriori the dimension ...
... space is similar to the trajectory of the state of the dynamic system . This chaotic dynamic system generates the one - dimensional time series as this state evolves in phase space . In practice , it is not known apriori the dimension ...
Página 248
... space instead of the input space . The clustering , therefore , becomes supervised in nature . The clustering technique used in the proposed algorithm is the one described in [ 3 ] and works without a priori knowl- edge of the number of ...
... space instead of the input space . The clustering , therefore , becomes supervised in nature . The clustering technique used in the proposed algorithm is the one described in [ 3 ] and works without a priori knowl- edge of the number of ...
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