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 116
... bound to face strong regulatory scrutiny - would be the first full merger between a US telephone company and a cable business at a time when the two industries are converging to create a single , multi - media inter - active ...
... bound to face strong regulatory scrutiny - would be the first full merger between a US telephone company and a cable business at a time when the two industries are converging to create a single , multi - media inter - active ...
Página 135
... bound of 13 · 9 = 117 ) and even Bernshtein's theorem [ Ber75 ] ( which gives an upper bound of 35 ) . In closing , we point out that a variant of Algorithm 1 based on the classical resultant has already been coded up quite efficiently ...
... bound of 13 · 9 = 117 ) and even Bernshtein's theorem [ Ber75 ] ( which gives an upper bound of 35 ) . In closing , we point out that a variant of Algorithm 1 based on the classical resultant has already been coded up quite efficiently ...
Página 240
... bound for the dimension of the resulting parameter vector . 3.2 Genetic Operators Mutation and recombination of the real variables are taken from the Evolution Strategy as described in [ 10 ] . For the binary strings , the standard ...
... bound for the dimension of the resulting parameter vector . 3.2 Genetic Operators Mutation and recombination of the real variables are taken from the Evolution Strategy as described in [ 10 ] . For the binary strings , the standard ...
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