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
... mapping may be different . For example , the programming language C maps arrays in the row - major fashion , i.e. the array elements in the same row will be contiguous in memory . On the other hand , the programming language FORTRAN maps ...
... mapping may be different . For example , the programming language C maps arrays in the row - major fashion , i.e. the array elements in the same row will be contiguous in memory . On the other hand , the programming language FORTRAN maps ...
Página 47
... map , determine the dates of these points , and compare conditions from the different time periods . If conditions are similar , the investor may gain more ... map Figure 10. Comparing positive predictions using the visual neck map. 47.
... map , determine the dates of these points , and compare conditions from the different time periods . If conditions are similar , the investor may gain more ... map Figure 10. Comparing positive predictions using the visual neck map. 47.
Página 78
... mapping , if there exists some mapping between past and future wavelet coefficients at a particular time - scale it should not depend on the choice of wavelet . A more important consideration is the length of the accompanying filters ...
... mapping , if there exists some mapping between past and future wavelet coefficients at a particular time - scale it should not depend on the choice of wavelet . A more important consideration is the length of the accompanying filters ...
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