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 xii
... Forecasting Macroeconomic Data Forecasting the Economic Cycles Based on an Extension of the Holt - Winters Model . A Genetic Algorithms Approach ~ A. Agapie - Institute of Economic Forecasting , Romania , A. Agapie - Neural Networks ...
... Forecasting Macroeconomic Data Forecasting the Economic Cycles Based on an Extension of the Holt - Winters Model . A Genetic Algorithms Approach ~ A. Agapie - Institute of Economic Forecasting , Romania , A. Agapie - Neural Networks ...
Página 97
... forecasts have to be adaptive , thus the low - order polynomials used for extrapolation must have different coefficients at each observation , [ Ke ] . Holt took this idea a step further by suggesting a forecasting function of the form ...
... forecasts have to be adaptive , thus the low - order polynomials used for extrapolation must have different coefficients at each observation , [ Ke ] . Holt took this idea a step further by suggesting a forecasting function of the form ...
Página 282
... forecasting neural network shows some promise by performing slightly better than ARCH as can be seen in the table below . The three and six month forecasting neural networks generated the historical mean of the series . It is likely ...
... forecasting neural network shows some promise by performing slightly better than ARCH as can be seen in the table below . The three and six month forecasting neural networks generated the historical mean of the series . It is likely ...
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