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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... Performance We report average values of performance for the 10 GRS obtained using our ' best ' parameter set3 ( described in Section 2 ) . Our measures of GR performance were 1 ) The coefficient of determination R2 . 2 ) Tracking error ...
... Performance We report average values of performance for the 10 GRS obtained using our ' best ' parameter set3 ( described in Section 2 ) . Our measures of GR performance were 1 ) The coefficient of determination R2 . 2 ) Tracking error ...
Página 8
... Performance Algorithms for Lattice - based Derivative Pricing Models Wei Li * Department of Computer Science ... performance . However , little research has been done on the impact of high performance computers on the design of efficient ...
... Performance Algorithms for Lattice - based Derivative Pricing Models Wei Li * Department of Computer Science ... performance . However , little research has been done on the impact of high performance computers on the design of efficient ...
Página 58
... performance must be measured in a fashion that reflects the performance of the trained network in decision - making situations . Whereas traditional scientific studies have relied on a root mean square formula for measuring performance ...
... performance must be measured in a fashion that reflects the performance of the trained network in decision - making situations . Whereas traditional scientific studies have relied on a root mean square formula for measuring performance ...
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