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 97
... troughs do not fall below the preceding troughs , an upward trend is indicated . On the other hand , if the falling rates establish a succession of lower troughs and the intermediate advances fall below the preceding peaks , a downward ...
... troughs do not fall below the preceding troughs , an upward trend is indicated . On the other hand , if the falling rates establish a succession of lower troughs and the intermediate advances fall below the preceding peaks , a downward ...
Página 98
... troughs Time Fig 2. Identification of Market Reversal Exchange Rate Three concecutive rallies , in which the second rally is higher than the first , but the third is lower than the second , the latter move is an itial indication of ...
... troughs Time Fig 2. Identification of Market Reversal Exchange Rate Three concecutive rallies , in which the second rally is higher than the first , but the third is lower than the second , the latter move is an itial indication of ...
Página 151
... trough then sell . 3.4 Rule generator The purpose of the rule generator is to provide a set of useful rules to initialize the rule - based neural network . We can make use of known rules or , as in our system , take the genetic ...
... trough then sell . 3.4 Rule generator The purpose of the rule generator is to provide a set of useful rules to initialize the rule - based neural network . We can make use of known rules or , as in our system , take the genetic ...
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