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 84
... approximation property , but the practical relevance of these proofs needs to be considered with care . The results are derived only for suitably continuous functions and hold only in the absence of error or noise which of course has ...
... approximation property , but the practical relevance of these proofs needs to be considered with care . The results are derived only for suitably continuous functions and hold only in the absence of error or noise which of course has ...
Página 85
... approximation property and then to rely on it very heavily without question in their analysis . 2 . A particular aspect of the approximation theorems is that in principle we may rely on a single hidden layer to provide a workable ...
... approximation property and then to rely on it very heavily without question in their analysis . 2 . A particular aspect of the approximation theorems is that in principle we may rely on a single hidden layer to provide a workable ...
Página 137
... Approximation for Financial Time Series Modelling and Forecasting P. Pellizzari * Dept. of Applied Mathematics University of Venice Italy C. Pizzi t Dept. of Statistics University of Venice Italy 1 Abstract In this paper , we develop a ...
... Approximation for Financial Time Series Modelling and Forecasting P. Pellizzari * Dept. of Applied Mathematics University of Venice Italy C. Pizzi t Dept. of Statistics University of Venice Italy 1 Abstract In this paper , we develop a ...
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