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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... term performance at the expense of long - term goals . The intractably low U.S. savings and investment rate is a prime examples of poor long - term planning . This situation has many causes -- including social and behavioral pressures ...
... term performance at the expense of long - term goals . The intractably low U.S. savings and investment rate is a prime examples of poor long - term planning . This situation has many causes -- including social and behavioral pressures ...
Página 37
... term data rather than for the long - term . Finally , in terms of post - sample performance , we consider ï1⁄2 ( n ) , i.e. , the probability that GP can beat RWs in the holdout sample . It is found that , while linear models cannot ...
... term data rather than for the long - term . Finally , in terms of post - sample performance , we consider ï1⁄2 ( n ) , i.e. , the probability that GP can beat RWs in the holdout sample . It is found that , while linear models cannot ...
Página 254
... term involving the product of two or more variables . Addition of interaction terms to a model allows it to respond differently to a variable at different levels of another variable . Now , consider the same model with an interaction term ...
... term involving the product of two or more variables . Addition of interaction terms to a model allows it to respond differently to a variable at different levels of another variable . Now , consider the same model with an interaction term ...
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