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Three possible extensions are : zero padding , wraparound and symmetric extension . The first two choices are likely to introduce a jump in the function , whereas , the symmetric extension can introduce a jump in the first derivative .
Three possible extensions are : zero padding , wraparound and symmetric extension . The first two choices are likely to introduce a jump in the function , whereas , the symmetric extension can introduce a jump in the first derivative .
Página 83
POSSIBLE CRITICISMS AND DOUBTS Claims are often made by researchers which , in the opinion of the authors , are simply incorrect . For example Trigueros and Taffler ( 1996 ) state that an advantage of NNs is that they do not ' rely on ...
POSSIBLE CRITICISMS AND DOUBTS Claims are often made by researchers which , in the opinion of the authors , are simply incorrect . For example Trigueros and Taffler ( 1996 ) state that an advantage of NNs is that they do not ' rely on ...
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to separate the two groups with the fewest misclassifications as possible . With the Classification Line optimally placed based on historical information , the real power of this technique is that it provides the analyst with a single ...
to separate the two groups with the fewest misclassifications as possible . With the Classification Line optimally placed based on historical information , the real power of this technique is that it provides the analyst with a single ...
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Contenido
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Genetic Regression | 1 |
High Performance Algorithms for Latticebased Derivative Pricing Models W Li University | 7 |
Numerical Options Models Without Programming C Randall E Kant SciComp Inc USA | 15 |
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Otras ediciones - Ver todas
Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational ... IEEE Neural Networks Council Vista de fragmentos - 1998 |
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
abstract actual adaptive algorithm analysis applications approach approximation assume average companies Computer conditional considered contains corresponding currency database decision defined denote depends derivative described determined developed distribution dynamics Economics effects equation error estimate example exchange rate expert Figure forecasting foreign exchange function future fuzzy genetic given hedging indicators input Journal learning linear Markov mathematical mean measures method neural network nodes nonlinear normal observed obtained operator optimization option output parameters particular patterns payoff performance period polynomial portfolio positive possible prediction presented probability problem profit ratio References regression relationship returns risk rules sample selection shown shows simulation space specific standard statistical structure Table techniques template trading transactions transform tree underlying University variables volatility
Información bibliográfica
| Título | Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza Manhattan |
| Colaboradores | IEEE Computer Society, IEEE Neural Networks Council, International Association of Financial Engineers |
| Editor | IEEE Service Center, 1995 |
| Procedencia del original | Universidad de Michigan |
| Digitalizado | 10 Ene. 2008 |
| ISBN | 0780321464, 9780780321465 |
| Largo | 192 páginas |
| Exportar cita | BiBTeX EndNote RefMan |