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 12
... major fashion , i.e. the array elements in the same column will be contiguous in memory . Now we show that the above ... major programming languages such as C and C ++ . In this case , traversing the diagonals of the lattice will access ...
... major fashion , i.e. the array elements in the same column will be contiguous in memory . Now we show that the above ... major programming languages such as C and C ++ . In this case , traversing the diagonals of the lattice will access ...
Página 43
... major parts : a visualization network and a multi - expert network . The multi - expert network consists of several locally expert networks feeding a gating network . The gating network determines which locally expert network is most ...
... major parts : a visualization network and a multi - expert network . The multi - expert network consists of several locally expert networks feeding a gating network . The gating network determines which locally expert network is most ...
Página 89
... major credit card encompassed these two techniques in the detection of fraudulent patterns of cardholder activity . The results are reported in this paper . Fraud is a crime although there are variations in its definition among the ...
... major credit card encompassed these two techniques in the detection of fraudulent patterns of cardholder activity . The results are reported in this paper . Fraud is a crime although there are variations in its definition among 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