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 206
... Learning Decision Networks for Traders and Portfolios Lei Xu ' and Yiu - ming Cheung2 Department of Computer Science and Engineering The Chinese University of Hong Kong , Hong Kong E - mail : Ixu@cse.cuhk.edu.hk ' and ymcheung@cse.cuhk ...
... Learning Decision Networks for Traders and Portfolios Lei Xu ' and Yiu - ming Cheung2 Department of Computer Science and Engineering The Chinese University of Hong Kong , Hong Kong E - mail : Ixu@cse.cuhk.edu.hk ' and ymcheung@cse.cuhk ...
Página 208
... learning . However , due to the difficulty of determining the parameters m ,, Σ , of basis functions , in practice , the learning is usually made approximately by two separated steps . First , we usually assume Σ = σ21 with o2 being ...
... learning . However , due to the difficulty of determining the parameters m ,, Σ , of basis functions , in practice , the learning is usually made approximately by two separated steps . First , we usually assume Σ = σ21 with o2 being ...
Página 212
... learning from the conventional supervised learning . In addition , the heuristic regularization technique by eq . ( 9 ) looks quite successful and deserve the further justification . 200 150 Profit Gained ( % 90 50 0 -50 Δ Old Trading ...
... learning from the conventional supervised learning . In addition , the heuristic regularization technique by eq . ( 9 ) looks quite successful and deserve the further justification . 200 150 Profit Gained ( % 90 50 0 -50 Δ Old Trading ...
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