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 96
... method based on a powerful searching technique - the Genetic Algorithms - for optimizing all the start - up parameters . Numerical examples of non - stationary time series with seasonal components complete the paper . Keywords : time ...
... method based on a powerful searching technique - the Genetic Algorithms - for optimizing all the start - up parameters . Numerical examples of non - stationary time series with seasonal components complete the paper . Keywords : time ...
Página 101
... method for automated simulation developed by the authors [ 4 ] . This method has been implemented in the intelligent system for the simulation of mathematical models of International Trade . The intelligent system uses expert systems ...
... method for automated simulation developed by the authors [ 4 ] . This method has been implemented in the intelligent system for the simulation of mathematical models of International Trade . The intelligent system uses expert systems ...
Página 127
... method or grow method is the number of trees initialized in Generation 0 with the depth of tree being 2 , 3 , 4 , 5 , and 6. For details , see Koza ( 1992 ) . 3 Simulation Design The modeling technique for the adaptive behaviour of both ...
... method or grow method is the number of trees initialized in Generation 0 with the depth of tree being 2 , 3 , 4 , 5 , and 6. For details , see Koza ( 1992 ) . 3 Simulation Design The modeling technique for the adaptive behaviour of both ...
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