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 18
... Output specifications . Runtime switches . Two Boolean switches , put and american are defined . ( Because C does not support Boolean types , in the actual code they will be of type integer . ) The equation for payoff is condi- tional ...
... Output specifications . Runtime switches . Two Boolean switches , put and american are defined . ( Because C does not support Boolean types , in the actual code they will be of type integer . ) The equation for payoff is condi- tional ...
Página 215
... output of a rule in this type is the product ( or minimum ) of the rule's weight and the membership value of the corresponding output membership functions . The output of a type - 2 system is the maximum of all related fuzzy outputs ...
... output of a rule in this type is the product ( or minimum ) of the rule's weight and the membership value of the corresponding output membership functions . The output of a type - 2 system is the maximum of all related fuzzy outputs ...
Página 255
... output nodes , n is the number of hidden nodes , no is the number of output nodes , co is a scalar , zk , Zk Є R111 , is an nh × 1 vector , denoting the outputs of the hidden layer neurons . u is a d2 x 1 vector as follows , where d2 is ...
... output nodes , n is the number of hidden nodes , no is the number of output nodes , co is a scalar , zk , Zk Є R111 , is an nh × 1 vector , denoting the outputs of the hidden layer neurons . u is a d2 x 1 vector as follows , where d2 is ...
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