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For example , new risk model components can be placed into the application without affecting database access or user interaction . Figure 2 - A Three Layer Services Hierarchy Trader Application Initiate a Trade View a Portfolio's VaR ...
For example , new risk model components can be placed into the application without affecting database access or user interaction . Figure 2 - A Three Layer Services Hierarchy Trader Application Initiate a Trade View a Portfolio's VaR ...
Página 82
A survey by Wong et al ( 1995 ) confirms that the vast majority of business - related NN applications use the MLP model with the Backpropagation algorithm employed to carry out training . We prefer to refer to the network in terms of ...
A survey by Wong et al ( 1995 ) confirms that the vast majority of business - related NN applications use the MLP model with the Backpropagation algorithm employed to carry out training . We prefer to refer to the network in terms of ...
Página 139
In real applications , the choice of P , R , h is quite important and there are usually no a priori information on their values . To solve this problem we propose the following simple criterion . Define RMSE ( P , R , h ) = = [ ( N = P ) ...
In real applications , the choice of P , R , h is quite important and there are usually no a priori information on their values . To solve this problem we propose the following simple criterion . Define RMSE ( P , R , h ) = = [ ( N = P ) ...
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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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Otras ediciones - Ver todas
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
actual adaptive algorithm analysis applications approach approximation assume average companies Computer condition considered contains corresponding database decision defined dependent derivative described determine developed distribution dynamics Economics effects equation error estimate example expert Figure filter forecasting foreign exchange function future fuzzy genetic given hedging indicators input Journal learning linear mathematical mean measure method neural network nodes nonlinear normal observed obtained operator optimization option output parameters particular patterns payoff performance period portfolio position possible prediction presented probability problem profit random ratio References relationship represents returns risk rules sample selection shown shows simulation space specific standard statistical structure Table techniques trading transaction transform tree underlying University validation variables volatility wavelet
Información bibliográfica
| Título | Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza Manhattan |
| Colaboradores | IEEE Computer Society, IEEE Neural Networks Council, International Association of Financial Engineers |
| Editor | IEEE Service Center, 1995 |
| Procedencia del original | Universidad de Michigan |
| Digitalizado | 10 Ene. 2008 |
| ISBN | 0780321464, 9780780321465 |
| Largo | 192 páginas |
| Exportar cita | BiBTeX EndNote RefMan |