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 43
... expert networks along with the visual explanatory power of nonlinear dimensionality reduction . VISUAL NEURAL NETWORK ARCHITECTURE Our neural network consists of two major parts : a visualization network and a multi - expert network ...
... expert networks along with the visual explanatory power of nonlinear dimensionality reduction . VISUAL NEURAL NETWORK ARCHITECTURE Our neural network consists of two major parts : a visualization network and a multi - expert network ...
Página 44
... expert network . Local Visualization Experts Network Figure 2. Architecture of a consolidated visual neural network . VISUAL NEURAL NETWORK DESIGN Network design proceeds in three stages . First an individual neural network is trained ...
... expert network . Local Visualization Experts Network Figure 2. Architecture of a consolidated visual neural network . VISUAL NEURAL NETWORK DESIGN Network design proceeds in three stages . First an individual neural network is trained ...
Página 249
... Experts with nonlinear Hidden Markov Experts ( using neural networks as experts ) . Two experts have been used for both the linear and nonlinear Hidden Markov Experts . Each neural network expert has one linear output unit and 10 tanh ...
... Experts with nonlinear Hidden Markov Experts ( using neural networks as experts ) . Two experts have been used for both the linear and nonlinear Hidden Markov Experts . Each neural network expert has one linear output unit and 10 tanh ...
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