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 83
... effect that functions which are continuous or possess appropriate derivatives can provide arbitrarily exact approximations provided that the number of hidden nodes can be increased as necessary . Increasing the number of hidden nodes in ...
... effect that functions which are continuous or possess appropriate derivatives can provide arbitrarily exact approximations provided that the number of hidden nodes can be increased as necessary . Increasing the number of hidden nodes in ...
Página 150
... effects , particularly the inventory effect [ 14 , 21 ] . Regardless of its cause , we will argue that it can be explained empirically as an effect due to addi- tive observational noise in the indicative price quotes . To reliably ...
... effects , particularly the inventory effect [ 14 , 21 ] . Regardless of its cause , we will argue that it can be explained empirically as an effect due to addi- tive observational noise in the indicative price quotes . To reliably ...
Página 180
... effects are to be expected for the returns of the Bund - Future . a In order to eliminate these GARCH effects , GARCH [ 1,1 ] model was considered as an optimum model . The parameters of this GARCH [ 1,1 ] model were estimated by the ...
... effects are to be expected for the returns of the Bund - Future . a In order to eliminate these GARCH effects , GARCH [ 1,1 ] model was considered as an optimum model . The parameters of this GARCH [ 1,1 ] model were estimated by 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 |
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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