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 46
... selection to reduce the large number of features . When the number of features becomes larger than 20 , standard feature selection techniques become computationally prohibitive . The genetic algorithm can handle large feature sets while ...
... selection to reduce the large number of features . When the number of features becomes larger than 20 , standard feature selection techniques become computationally prohibitive . The genetic algorithm can handle large feature sets while ...
Página 104
... selection of the parameter values to perform the best exploration possible of the dynamical behaviors of the system . The problem of selecting the " best " set of parameter values for the exploration is not a simple one , since it ...
... selection of the parameter values to perform the best exploration possible of the dynamical behaviors of the system . The problem of selecting the " best " set of parameter values for the exploration is not a simple one , since it ...
Página 127
... selection under crossover Number of generations Maximum number in the domain of Exp Criterion of fitness 30 ( P ) ... selection scheme employed in this paper is tournament selection instead of the proportionate selection ( roulette - wheel ...
... selection under crossover Number of generations Maximum number in the domain of Exp Criterion of fitness 30 ( P ) ... selection scheme employed in this paper is tournament selection instead of the proportionate selection ( roulette - wheel ...
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