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 20
... Attributes also store the design choices that must be made for specific problems . For example , a representation attribute on a variable can be filled by alternatives such as full , diagonal , time - independent , and stencil ...
... Attributes also store the design choices that must be made for specific problems . For example , a representation attribute on a variable can be filled by alternatives such as full , diagonal , time - independent , and stencil ...
Página 23
... Attributes Strategic Risk Manager Tactical Risk Manager Quantitative Long term Ill - structured Organization is the domain Analyst Operational Risk Manager Trader Immediate Highly structured Current Task is the domain a consequence ...
... Attributes Strategic Risk Manager Tactical Risk Manager Quantitative Long term Ill - structured Organization is the domain Analyst Operational Risk Manager Trader Immediate Highly structured Current Task is the domain a consequence ...
Página 234
... attribute . The standard visualization also shows the percentage of mortgages that were as- signed to each segment , and the average value of the target attribute within each segment , but we have removed that part of the picture so ...
... attribute . The standard visualization also shows the percentage of mortgages that were as- signed to each segment , and the average value of the target attribute within each segment , but we have removed that part of the picture so ...
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