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 46
... genetic feature selection to reduce the large number of features . When the number of features becomes larger than 20 , standard feature selection techniques become computationally prohibitive . The genetic algorithm can handle large ...
... genetic feature selection to reduce the large number of features . When the number of features becomes larger than 20 , standard feature selection techniques become computationally prohibitive . The genetic algorithm can handle large ...
Página 96
... GENETIC ALGORITHMS APPROACH Adriana Agapie Institute of Economic Forecasting Calea 13 Septembrie , nr . 13 , sect.5 ... Genetic Algorithms - for optimizing all the start - up parameters . Numerical examples of non - stationary time ...
... GENETIC ALGORITHMS APPROACH Adriana Agapie Institute of Economic Forecasting Calea 13 Septembrie , nr . 13 , sect.5 ... Genetic Algorithms - for optimizing all the start - up parameters . Numerical examples of non - stationary time ...
Página 214
... genetic algorithm . 2. Genetic Algorithms Genetic Algorithms ( GAs ) are search and optimisation methods based on the mechanics of natural genetics . A Genetic Algorithm differs from other search techniques by the use of concepts taken ...
... genetic algorithm . 2. Genetic Algorithms Genetic Algorithms ( GAs ) are search and optimisation methods based on the mechanics of natural genetics . A Genetic Algorithm differs from other search techniques by the use of concepts taken ...
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 |
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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