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
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Página 127
... fitness 30 ( P ) , 10 ( S ) 30 ( P ) , 10 ( S ) { + , - , Sin , Cos } ( Pt - 1 , Pt - 2 ,, Pt - 10 , R } 30 ( P ) , 10 ( S ) 210 ( P ) , 70 ( S ) 60 ( P ) , 20 ( S ) 0.2 17 0.5 1000 1700 Profit " P " stands for the producers and " S ...
... fitness 30 ( P ) , 10 ( S ) 30 ( P ) , 10 ( S ) { + , - , Sin , Cos } ( Pt - 1 , Pt - 2 ,, Pt - 10 , R } 30 ( P ) , 10 ( S ) 210 ( P ) , 70 ( S ) 60 ( P ) , 20 ( S ) 0.2 17 0.5 1000 1700 Profit " P " stands for the producers and " S ...
Página 214
... fitness of the individual get the fitness values of four neighbouring individuals find out the optimum fitness value get the neighbouring individual corresponding to optimum fitness crossover with the local individual according to the ...
... fitness of the individual get the fitness values of four neighbouring individuals find out the optimum fitness value get the neighbouring individual corresponding to optimum fitness crossover with the local individual according to the ...
Página 240
... fitness values depending on the current error estimation . The approach takes advantage of one of the features of Evolutionary Algorithms : They are robust against noise and therefore enable the whole method to estimate the error series ...
... fitness values depending on the current error estimation . The approach takes advantage of one of the features of Evolutionary Algorithms : They are robust against noise and therefore enable the whole method to estimate the error series ...
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