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 215
... inputs to the system , i.e. x ( 1 ) and x ( 2 ) , and a output , y . ( The number of inputs and nodes are given as an example of the proposed structure , they can be scaled according to the problem size . ) . The input and output ...
... inputs to the system , i.e. x ( 1 ) and x ( 2 ) , and a output , y . ( The number of inputs and nodes are given as an example of the proposed structure , they can be scaled according to the problem size . ) . The input and output ...
Página 224
... input TABLE I EXAMPLE OF THE DATA SYNTHESIS amount of money distribution ( type param1 param2 ) ( 0 10 2 ) 10.60 11.80 13.00 10.10 real value 10.60 11.80 13.00 10.10 X error ( RMSE ) , calculated as N RMSE. CATEGORY AMOUNT GENERATOR TIME ...
... input TABLE I EXAMPLE OF THE DATA SYNTHESIS amount of money distribution ( type param1 param2 ) ( 0 10 2 ) 10.60 11.80 13.00 10.10 real value 10.60 11.80 13.00 10.10 X error ( RMSE ) , calculated as N RMSE. CATEGORY AMOUNT GENERATOR TIME ...
Página 255
... input to the SOM . Hence , the SOM input is a vector of the last d1 values of the log transformed differenced time series . The output of the SOM is the topographical location of the winning node . Each node represents one symbol in the ...
... input to the SOM . Hence , the SOM input is a vector of the last d1 values of the log transformed differenced time series . The output of the SOM is the topographical location of the winning node . Each node represents one symbol in the ...
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