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 15
... specification occupies less than a half page . From such concise input , the system automatically generates ... specification of an American put and discuss some basic specification features . Then we discuss some additional features in ...
... specification occupies less than a half page . From such concise input , the system automatically generates ... specification of an American put and discuss some basic specification features . Then we discuss some additional features in ...
Página 16
... specification for the problem to be solved and the techniques to be applied . A five - minute description to a knowledgable colleague is usually sufficient to completely specify a desired code . Suppose we wish to generate a finite ...
... specification for the problem to be solved and the techniques to be applied . A five - minute description to a knowledgable colleague is usually sufficient to completely specify a desired code . Suppose we wish to generate a finite ...
Página 18
... specification is inside an if conditional , so that the generated code applies the American constraints only if american is non - zero . Conditionals in the boundary condition specifications generate runtime decisions about which ...
... specification is inside an if conditional , so that the generated code applies the American constraints only if american is non - zero . Conditionals in the boundary condition specifications generate runtime decisions about which ...
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