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 47
... PREDICTIONS MEGABINE PREDICTIONS POSITIVE PREDICTIONS Figure 7. Training set misclassifications In addition to predicting the direction of the market , the visual neural network allows a stock market investor to gain confidence in the ...
... PREDICTIONS MEGABINE PREDICTIONS POSITIVE PREDICTIONS Figure 7. Training set misclassifications In addition to predicting the direction of the market , the visual neural network allows a stock market investor to gain confidence in the ...
Página 73
... prediction accuracy of both trivial and linear predictors in order to establish lower bounds for the prediction accuracy of reasonable non - linear predictors . The trivial predictors considered in this analysis were the random walk and ...
... prediction accuracy of both trivial and linear predictors in order to establish lower bounds for the prediction accuracy of reasonable non - linear predictors . The trivial predictors considered in this analysis were the random walk and ...
Página 74
... prediction , c is a function of three consecutive price values instead of two for the price prediction , thus reducing the number of cases in which the actual price change trend coincides with the predicted price change trend . For ...
... prediction , c is a function of three consecutive price values instead of two for the price prediction , thus reducing the number of cases in which the actual price change trend coincides with the predicted price change trend . For ...
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