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 18
... condition specifications generate runtime decisions about which boundary condition to apply . Notice that if's may be nested , as in the min [ S ] boundary condition , which depends on the values of both put and american . Varied ...
... condition specifications generate runtime decisions about which boundary condition to apply . Notice that if's may be nested , as in the min [ S ] boundary condition , which depends on the values of both put and american . Varied ...
Página 118
... condition under which the template should have been filled ( the template main - condition ) and the specific slot - rules . The target of the experiment was to identify two key - points : ⚫ how easy is for the user to define the ...
... condition under which the template should have been filled ( the template main - condition ) and the specific slot - rules . The target of the experiment was to identify two key - points : ⚫ how easy is for the user to define the ...
Página 132
... condition for when n + 1 poly- nomials in n variables have a common root . In particular , if F is an ( n + 1 ) x n polynomial system with support E : = ( E1 , ... , En + 1 ) with indeterminate coefficients , then there is a ...
... condition for when n + 1 poly- nomials in n variables have a common root . In particular , if F is an ( n + 1 ) x n polynomial system with support E : = ( E1 , ... , En + 1 ) with indeterminate coefficients , then there is 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