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 25
Página 75
... signal along both the time axis and frequency axis . Wavelets , however , possess a time and frequency resolution that is not duplicated using Fourier methods . There are a number of reasons why we might want to decompose a signal into ...
... signal along both the time axis and frequency axis . Wavelets , however , possess a time and frequency resolution that is not duplicated using Fourier methods . There are a number of reasons why we might want to decompose a signal into ...
Página 77
... signal according to its time - scales , we need to define a set of subspaces corresponding to our notion of time - scale . The subspace V ; is spanned by { 2-1 / 2 ( t / 23 – k ) , k Є Z } . This subspace defines the input / output ...
... signal according to its time - scales , we need to define a set of subspaces corresponding to our notion of time - scale . The subspace V ; is spanned by { 2-1 / 2 ( t / 23 – k ) , k Є Z } . This subspace defines the input / output ...
Página 153
... signal into self- similar wavelets which are derived from one elemen- tary waveform by means of shifts and dilations . Frac- tional Brownian motions also exhibit self - similarity , since any portion of a given process can be viewed ...
... signal into self- similar wavelets which are derived from one elemen- tary waveform by means of shifts and dilations . Frac- tional Brownian motions also exhibit self - similarity , since any portion of a given process can be viewed ...
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