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 |
Dentro del libro
Resultados 1-3 de 40
Página 109
... described . Most of the tests are ratios . The values of the tests are compared to internal ( i.e. , not published ) standards that Best creates based on 20 years of performance of life / health insurers . In addition , Best adjusts ...
... described . Most of the tests are ratios . The values of the tests are compared to internal ( i.e. , not published ) standards that Best creates based on 20 years of performance of life / health insurers . In addition , Best adjusts ...
Página 121
... described in section 2 , the system will try to match the new knowledge against the templates definitions coded in the system [ Costantino et al . , 1996a ] using specific inference rules . Differently , user - defined templates such as ...
... described in section 2 , the system will try to match the new knowledge against the templates definitions coded in the system [ Costantino et al . , 1996a ] using specific inference rules . Differently , user - defined templates such as ...
Página 240
... described in [ 10 ] . For the binary strings , the standard Genetic Algorithms operators , i.e. bit flip mutation and two point crossover , are used . The selection operators for the experiments described here are local variants of the ...
... described in [ 10 ] . For the binary strings , the standard Genetic Algorithms operators , i.e. bit flip mutation and two point crossover , are used . The selection operators for the experiments described here are local variants of the ...
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 | |
Otras 16 secciones no mostradas
Otras ediciones - Ver todas
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