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 49
Página 60
... error over the validation set only decreased for the first few training passes . This information was used to make a decision on whether a model ... error measure . 4.2 Error Measures for Validation Error measures serve multiple purposes 60.
... error over the validation set only decreased for the first few training passes . This information was used to make a decision on whether a model ... error measure . 4.2 Error Measures for Validation Error measures serve multiple purposes 60.
Página 61
... Error Measures for Validation Error measures serve multiple purposes in training a network . In addition to providing error for the backpropagation algorithm , we need an error measure to evaluate performance on the validation set . This ...
... Error Measures for Validation Error measures serve multiple purposes in training a network . In addition to providing error for the backpropagation algorithm , we need an error measure to evaluate performance on the validation set . This ...
Página 83
... error means in this context the RMS or MSE error . RMS error is most commonly applied by NN practitioners , but this should not be adopted without question . In general statistical terms , it is essential to point out that use of RMS or MSE ...
... error means in this context the RMS or MSE error . RMS error is most commonly applied by NN practitioners , but this should not be adopted without question . In general statistical terms , it is essential to point out that use of RMS or MSE ...
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