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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... algorithms has been a central part of computer science . The time needed by an algorithm is expressed as a function of the size of the problem . This is called the time complexity of the algorithm . For example , an algorithm that ...
... algorithms has been a central part of computer science . The time needed by an algorithm is expressed as a function of the size of the problem . This is called the time complexity of the algorithm . For example , an algorithm that ...
Página 208
... algorithm ) to group data set D , into k clusters with their centers of these clusters as m ,, j = 1 , ... , k . Second , the output layer parameters w ; , C , are determined by the least square learning . By this two stage training ...
... algorithm ) to group data set D , into k clusters with their centers of these clusters as m ,, j = 1 , ... , k . Second , the output layer parameters w ; , C , are determined by the least square learning . By this two stage training ...
Página 214
... algorithm . 2. Genetic Algorithms Genetic Algorithms ( GAs ) are search and optimisation methods based on the mechanics of natural genetics . A Genetic Algorithm differs from other search techniques by the use of concepts taken from ...
... algorithm . 2. Genetic Algorithms Genetic Algorithms ( GAs ) are search and optimisation methods based on the mechanics of natural genetics . A Genetic Algorithm differs from other search techniques by the use of concepts taken from ...
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