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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... economic systems , there is skepticism as to whether new approaches to nonlinear modeling , such as neural networks and fuzzy logic , can improve economic and financial forecasts . Some researchers claim that neural networks offer no ...
... economic systems , there is skepticism as to whether new approaches to nonlinear modeling , such as neural networks and fuzzy logic , can improve economic and financial forecasts . Some researchers claim that neural networks offer no ...
Página 127
... economy are given in Table 2. Due to the space limit , we will not repeat the details here . However , we do want to ... economic implications . From the viewpoint of match- ing processes , Chen and Yeh ( 1997a ) argued that what ...
... economy are given in Table 2. Due to the space limit , we will not repeat the details here . However , we do want to ... economic implications . From the viewpoint of match- ing processes , Chen and Yeh ( 1997a ) argued that what ...
Página 272
... Economic Studies 61 , 247-264 . Lamoureux , C.G. and Lastrapes , W.D. ( 1990 ) . Persistence in variance , struc- tural change , and the GARCH model . Journal of Business and Economic Statistics 8 , 225-234 . Melino , A. and Turnbull ...
... Economic Studies 61 , 247-264 . Lamoureux , C.G. and Lastrapes , W.D. ( 1990 ) . Persistence in variance , struc- tural change , and the GARCH model . Journal of Business and Economic Statistics 8 , 225-234 . Melino , A. and Turnbull ...
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