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 |
Dentro del libro
Resultados 1-3 de 38
Página 74
... nonlinear prediction systems . Hence , any nonlinear predictor whose prediction accuracy does not exceed that of the previously mentioned predictors should be disregarded . The results showed that : ( 1 ) the interpolation process ...
... nonlinear prediction systems . Hence , any nonlinear predictor whose prediction accuracy does not exceed that of the previously mentioned predictors should be disregarded . The results showed that : ( 1 ) the interpolation process ...
Página 252
... nonlinear HMES Wear HMES AR 871015 880801 890516 900301 901213 910930 920716 930430 940211 941129 date Figure 7 : This figure shows the profit and loss of the S & P500 data . The nonlinear Hidden Markov Experts ( nonlinear HMEs ) have ...
... nonlinear HMES Wear HMES AR 871015 880801 890516 900301 901213 910930 920716 930430 940211 941129 date Figure 7 : This figure shows the profit and loss of the S & P500 data . The nonlinear Hidden Markov Experts ( nonlinear HMEs ) have ...
Página 289
... nonlinear dependences of the signal into account . In our simulations we chose n = 10 and 1 ≤r ≤ 10 . 3 Markovian dynamics and information flow A schematic illustration of our method [ 6 ] is depicted in Fig . 1. Let { x } , t = 1 , 2 ...
... nonlinear dependences of the signal into account . In our simulations we chose n = 10 and 1 ≤r ≤ 10 . 3 Markovian dynamics and information flow A schematic illustration of our method [ 6 ] is depicted in Fig . 1. Let { x } , t = 1 , 2 ...
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 | |
Otras 16 secciones no mostradas
Otras ediciones - Ver todas
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