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 106
... Tree - Based Stochastic Optimization An optimization tree ( OT ) is broadly analogous to a classification or regression tree [ 8 ] . In each case , we start with all of the data assigned to the root and assign the data to children of ...
... Tree - Based Stochastic Optimization An optimization tree ( OT ) is broadly analogous to a classification or regression tree [ 8 ] . In each case , we start with all of the data assigned to the root and assign the data to children of ...
Página 107
... tree that allows us to estimate the sta- tistical attributes from the data attributes and summary attributes . In the second step , we are given the data and summary attributes and estimates of the statisti- cal attributes . We are also ...
... tree that allows us to estimate the sta- tistical attributes from the data attributes and summary attributes . In the second step , we are given the data and summary attributes and estimates of the statisti- cal attributes . We are also ...
Página 108
... trees in a standard manner ( e.g. , [ 3 ] ) to determine the first branch in a clas- sification or regression tree for its portion of the database . ( The processors share a common ob- jective and algorithm for local tree growth ...
... trees in a standard manner ( e.g. , [ 3 ] ) to determine the first branch in a clas- sification or regression tree for its portion of the database . ( The processors share a common ob- jective and algorithm for local tree growth ...
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