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 74
... obtained through this simple analysis are probably weak . Better lower bounds can be obtained by investigating AR models of higher order ( e.g. when predicting 120 minutes ahead one might want to use information from at least the ...
... obtained through this simple analysis are probably weak . Better lower bounds can be obtained by investigating AR models of higher order ( e.g. when predicting 120 minutes ahead one might want to use information from at least the ...
Página 84
... obtained . BP by contrast suffers more from being trapped in ' narrow valleys ' of the RMS surface and may not ... obtain arbitrarily close approximations is similar to statistical arguments concerning the properties of tests or ...
... obtained . BP by contrast suffers more from being trapped in ' narrow valleys ' of the RMS surface and may not ... obtain arbitrarily close approximations is similar to statistical arguments concerning the properties of tests or ...
Página 206
... obtained . To solve this problem , an alternative type of trading systems is recently proposed by Bengio [ 1 ] , Kang et al . [ 4 ] and Moody et al . [ 6 ] , in which the prediction module and the trading module are merged into one ...
... obtained . To solve this problem , an alternative type of trading systems is recently proposed by Bengio [ 1 ] , Kang et al . [ 4 ] and Moody et al . [ 6 ] , in which the prediction module and the trading module are merged into one ...
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