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 60
... represents the output from one network , which was trained for 10,000 passes on the training data . Row 3 shows an example where the network did not converge , and a “ cash out ” strategy was used . The totals at the bottom are used to ...
... represents the output from one network , which was trained for 10,000 passes on the training data . Row 3 shows an example where the network did not converge , and a “ cash out ” strategy was used . The totals at the bottom are used to ...
Página 110
... represents ratings as assigned by Best ; the vertical axis represents log ( CP.SUR ) . In the dotchart , every insurer is represented by a single point , with many overstrikes due to the large number of insurers being drawn in such a ...
... represents ratings as assigned by Best ; the vertical axis represents log ( CP.SUR ) . In the dotchart , every insurer is represented by a single point , with many overstrikes due to the large number of insurers being drawn in such a ...
Página 255
... represents one symbol in the resulting grammatical inference problem . A brief description of the self - organizing map is contained in the next section . The SOM can be represented by the following equation : S ( k ) = g ( X ( k , d1 ) ...
... represents one symbol in the resulting grammatical inference problem . A brief description of the self - organizing map is contained in the next section . The SOM can be represented by the following equation : S ( k ) = g ( X ( k , d1 ) ...
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