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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... actual and predicted . values respectively and n is the size of the time frame 2 Σ ( x ; - F ; ) 2 i = 1 ( 5 ) where x ; and ; denote the actual and predicted Xi values respectively and x ; denotes the mean of the actual data . The ...
... actual and predicted . values respectively and n is the size of the time frame 2 Σ ( x ; - F ; ) 2 i = 1 ( 5 ) where x ; and ; denote the actual and predicted Xi values respectively and x ; denotes the mean of the actual data . The ...
Página 129
... Actual Equilibrium Price 700 Figure 3 : Equilibrium Price in Each Generation ( CASE C1-3 ) 300 Generation 700 800 Theoretical Equilibrium Price Actual Equilibrium Price Figure 4 : Equilibrium Price in Each Generation ( CASE D3-5 ) 300 ...
... Actual Equilibrium Price 700 Figure 3 : Equilibrium Price in Each Generation ( CASE C1-3 ) 300 Generation 700 800 Theoretical Equilibrium Price Actual Equilibrium Price Figure 4 : Equilibrium Price in Each Generation ( CASE D3-5 ) 300 ...
Página 216
... actual and predicted series look identical from the visual inspection . The result obtained is good as the error is very small [ Figure : 4 ] and there is a good tracking of the actual series . The predicted series shown in Figure : 3 ...
... actual and predicted series look identical from the visual inspection . The result obtained is good as the error is very small [ Figure : 4 ] and there is a good tracking of the actual series . The predicted series shown in Figure : 3 ...
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