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 60
... converge , and a “ cash out ” strategy was used . The totals at the bottom are used to measure that model's performance . Forecast Market Model Model Profits Total Capital Period Change Convergence Over Period ( $ 1 at start ) 1/88 ...
... converge , and a “ cash out ” strategy was used . The totals at the bottom are used to measure that model's performance . Forecast Market Model Model Profits Total Capital Period Change Convergence Over Period ( $ 1 at start ) 1/88 ...
Página 223
... converge . Currently , only the Polak - Ribière formula is activated . In general , the learning rate , the minimum and ... convergence is required . The weight vector of the network is updated by the rule : w ( n + 1 ) = w ( n ) + n ( n ) ...
... converge . Currently , only the Polak - Ribière formula is activated . In general , the learning rate , the minimum and ... convergence is required . The weight vector of the network is updated by the rule : w ( n + 1 ) = w ( n ) + n ( n ) ...
Página 238
... convergence to the global optimum . The necessary third step in the process of ARMA modeling is the verification of the found model's plausibility , called the model diagnosis . It covers among others the following diagnosis tools ...
... convergence to the global optimum . The necessary third step in the process of ARMA modeling is the verification of the found model's plausibility , called the model diagnosis . It covers among others the following diagnosis tools ...
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