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 100
... dynamics of international trade . Mathematical Models of International Trade ( IT ) , between 3 or more countries , can show very complicated dynamics in time ( with the possible occurrence of behavior known as chaos ) . The simulation ...
... dynamics of international trade . Mathematical Models of International Trade ( IT ) , between 3 or more countries , can show very complicated dynamics in time ( with the possible occurrence of behavior known as chaos ) . The simulation ...
Página 287
... Dynamics in Financial Time Series Christian Schittenkopf 1 , Gustavo Deco Siemens AG , Corporate Research and Development , ZT IK 4 Otto - Hahn - Ring 6 , 81730 Munich , Germany 1 Overview The goal of the approach presented in this ...
... Dynamics in Financial Time Series Christian Schittenkopf 1 , Gustavo Deco Siemens AG , Corporate Research and Development , ZT IK 4 Otto - Hahn - Ring 6 , 81730 Munich , Germany 1 Overview The goal of the approach presented in this ...
Página 291
... dynamics is tested against a hierarchy of null hypotheses corresponding to nonlinear Markov processes of increasing order . Therefore our surrogate data sets do not mimic the original signal in terms of mean , variance , or Fourier ...
... dynamics is tested against a hierarchy of null hypotheses corresponding to nonlinear Markov processes of increasing order . Therefore our surrogate data sets do not mimic the original signal in terms of mean , variance , or Fourier ...
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