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 10
... turn to the area of dynamic stochastic control as originally proposed by Merton [ 19 ] , Samuelson [ 26 ] , and many others . A recent study by Brennan , Lagnado , and Schwartz [ 7 ] illustrate the ideas . The principal difficulty is ...
... turn to the area of dynamic stochastic control as originally proposed by Merton [ 19 ] , Samuelson [ 26 ] , and many others . A recent study by Brennan , Lagnado , and Schwartz [ 7 ] illustrate the ideas . The principal difficulty is ...
Página 91
... turn , to compute an overall evaluation score . The overall evaluation score is computed according to the definition of the OWA operator given above . The OWA operator is unique in its ability to represent the relative degree of ...
... turn , to compute an overall evaluation score . The overall evaluation score is computed according to the definition of the OWA operator given above . The OWA operator is unique in its ability to represent the relative degree of ...
Página 148
... turn to powerful tools to assist them in getting a clearer picture of the relationship . Neural network has emerged as a popular technology in this regard . Neural network is good at establishing the relationship between its input and ...
... turn to powerful tools to assist them in getting a clearer picture of the relationship . Neural network has emerged as a popular technology in this regard . Neural network is good at establishing the relationship between its input and ...
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