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 133
... Note that the above system has no roots with either coordinate zero . ( If we set x and / or y to zero , the first equation becomes 10. ) So to count the real roots of this system , it suffices to count roots in ( R * ) 2 via Algorithm ...
... Note that the above system has no roots with either coordinate zero . ( If we set x and / or y to zero , the first equation becomes 10. ) So to count the real roots of this system , it suffices to count roots in ( R * ) 2 via Algorithm ...
Página 139
... Note that a constant term is used in the regression , as each pattern is augmented by a constant component whose value is 1. See [ 5 ] and references therein for details on local regression . DEFINITION 2.3 Let the Linear Local ...
... Note that a constant term is used in the regression , as each pattern is augmented by a constant component whose value is 1. See [ 5 ] and references therein for details on local regression . DEFINITION 2.3 Let the Linear Local ...
Página 296
... Note than a gaussian distribution is the only distribution that can be described using the first two cumulants , i . e . the mean and variance , and all cumulants of order three and greater are equal to zero . We use bispectrum- and ...
... Note than a gaussian distribution is the only distribution that can be described using the first two cumulants , i . e . the mean and variance , and all cumulants of order three and greater are equal to zero . We use bispectrum- and ...
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 |
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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