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 89
... Measures The final accuracy of the model depends on the measures or variables used to identify patterns in the sequence of transactions for each account . This is the creative step where all possible measures are developed . The initial ...
... Measures The final accuracy of the model depends on the measures or variables used to identify patterns in the sequence of transactions for each account . This is the creative step where all possible measures are developed . The initial ...
Página 90
... measures were computed for all transactions used in the analysis , both good accounts and fraudulent accounts , and were added to each transaction in the file . Figure 2.1 Moving Averages Selected for Each Measure Measure Moving Averages ...
... measures were computed for all transactions used in the analysis , both good accounts and fraudulent accounts , and were added to each transaction in the file . Figure 2.1 Moving Averages Selected for Each Measure Measure Moving Averages ...
Página 91
... Measures used 3 SM 75 LM Act Long Term Moving Average Actual Value of Measure in final model are in Italics . 2.3.4 ... measures . Therefore , the analyst is provided with an extensive list of measures ranked in descending order from the ...
... Measures used 3 SM 75 LM Act Long Term Moving Average Actual Value of Measure in final model are in Italics . 2.3.4 ... measures . Therefore , the analyst is provided with an extensive list of measures ranked in descending order from 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