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 17
... example , analysts may specify output formats appropriate to a favorite data visualization package . In this example , the use of constraints means that we cannot employ a direct solver such as a tridiagonal algorithm . Instead we ...
... example , analysts may specify output formats appropriate to a favorite data visualization package . In this example , the use of constraints means that we cannot employ a direct solver such as a tridiagonal algorithm . Instead we ...
Página 20
... example , objects represent equation sets , individual equations , and variables . Some attributes on instances of objects store relationships between the objects , such as linking an equation to all the variables it uses and linking a ...
... example , objects represent equation sets , individual equations , and variables . Some attributes on instances of objects store relationships between the objects , such as linking an equation to all the variables it uses and linking a ...
Página 135
... example , a polynomial system significantly larger than our above example ( arising from the kinematics of a 6 jointed robot ) can be solved in just milliseconds with this older code . Thus Algorithm 1 , which is based on more powerful ...
... example , a polynomial system significantly larger than our above example ( arising from the kinematics of a 6 jointed robot ) can be solved in just milliseconds with this older code . Thus Algorithm 1 , which is based on more powerful ...
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