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 100
... simulation of IT has been solved in this paper by using Artificial Intelligence ( AI ) techniques . An Intelligent System for automated modelling and simulation of IT has been developed to obtain the " best " mathematical model for a ...
... simulation of IT has been solved in this paper by using Artificial Intelligence ( AI ) techniques . An Intelligent System for automated modelling and simulation of IT has been developed to obtain the " best " mathematical model for a ...
Página 104
... SIMULATION OF DYNAMICAL SYSTEMS The task of computer simulation of the non - linear mathematical model of a particular dynamical system , is dependent on the appropriate selection of the parameter values to perform the best exploration ...
... SIMULATION OF DYNAMICAL SYSTEMS The task of computer simulation of the non - linear mathematical model of a particular dynamical system , is dependent on the appropriate selection of the parameter values to perform the best exploration ...
Página 106
... simulation of International Trade . Mathematical Models for International Trade systems show very complicated dynamics in time , and therefore the simulation of these systems is critical in been able to understand and to forecast their ...
... simulation of International Trade . Mathematical Models for International Trade systems show very complicated dynamics in time , and therefore the simulation of these systems is critical in been able to understand and to forecast their ...
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