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 47
... Figures 8 and 9. In Figure 8 , a new prediction labeled Q is superimposed on the neck map of the training data . To gain confidence in the prediction at Q , an investor can examine the features associated with point A , which is a point ...
... Figures 8 and 9. In Figure 8 , a new prediction labeled Q is superimposed on the neck map of the training data . To gain confidence in the prediction at Q , an investor can examine the features associated with point A , which is a point ...
Página 209
... Figure 3 are the results by Existing ENRBF ASLD , with the profits gained shown in Figure 3 ( b ) by trading according to the trading signal given in Figure 3 ( a ) . Shown in Figure 4 are the results by the Adaptive MCL - ENRBF ASLD ...
... Figure 3 are the results by Existing ENRBF ASLD , with the profits gained shown in Figure 3 ( b ) by trading according to the trading signal given in Figure 3 ( a ) . Shown in Figure 4 are the results by the Adaptive MCL - ENRBF ASLD ...
Página 277
... Figure 3 One profitability ratio Figure 4 One liquidity ratio with without skew ( PAT / TA ) . skew ( CA / CL ) . trends . The liquidity ratios are not stable and have no consistent difference between failed and successful companies ...
... Figure 3 One profitability ratio Figure 4 One liquidity ratio with without skew ( PAT / TA ) . skew ( CA / CL ) . trends . The liquidity ratios are not stable and have no consistent difference between failed and successful companies ...
Contenido
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Genetic Regression | 1 |
Review Papers | 4 |
High Performance Algorithms for Latticebased Derivative Pricing Models W Li University | 7 |
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
A.M. Best abstract payoff analysis approximation autocorrelation average backpropagation barrier option Bermudan call and put coefficients companies components Computer data mining data set database decision delta-hedging denote derivative distribution dynamics equation error estimate evaluate example exchange rate expert filter financial time series forecasting foreign exchange market FOREIGN EXCHANGE OPTION fraudulent function future fuzzy G G G GARCH Gaussian Genetic Algorithms hedging implied volatility input Journal Kelvin transform kurtosis layer linear mathematical models mean measure method neural network nodes nonlinear operator optimization option pricing output parameters performance period polynomial portfolio prediction predictor price change problem profit put options ratio regression returns risk management sample SCINAPSE Sharpe ratio simulation skewness specific statistical stochastic strategy techniques template test set ticks time-scales training set transaction costs transform tree modeling trigonometric polynomial true price underlying validation set variables variance vector volatility wavelet zero