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 |
Dentro del libro
Resultados 1-3 de 31
Página 4
... regression model of the data ; " Linear - 2 " refers to the two - regression model , one for the in - the - money options and one for out - of - the - money options ; " RBF " refers to a radial - basis - function network with 4 ...
... regression model of the data ; " Linear - 2 " refers to the two - regression model , one for the in - the - money options and one for out - of - the - money options ; " RBF " refers to a radial - basis - function network with 4 ...
Página 111
... regression to the significant variables . 5 Modeling The most widely known technique for numerical modeling is OLS linear regression , but over the years many new tech- niques have been introduced , including more generalized robust ...
... regression to the significant variables . 5 Modeling The most widely known technique for numerical modeling is OLS linear regression , but over the years many new tech- niques have been introduced , including more generalized robust ...
Página 114
... Regression Modeling For comparison , this section summarizes the results of ap- plying linear regression , rather than tree modeling , to the same problem . A backward stepwise linear regression was applied to the set of significant ...
... Regression Modeling For comparison , this section summarizes the results of ap- plying linear regression , rather than tree modeling , to the same problem . A backward stepwise linear regression was applied to the set of significant ...
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 | |
Otras 16 secciones no mostradas
Otras ediciones - Ver todas
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