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 23
... STRATEGIC TACTICAL OPERATIONAL Risk Management Decision Attributes Strategic Risk Manager Tactical Risk Manager Quantitative Long term Ill - structured Organization is the domain Analyst Operational Risk Manager Trader Immediate Highly ...
... STRATEGIC TACTICAL OPERATIONAL Risk Management Decision Attributes Strategic Risk Manager Tactical Risk Manager Quantitative Long term Ill - structured Organization is the domain Analyst Operational Risk Manager Trader Immediate Highly ...
Página 206
... strategies , to help traders to obtain the profit as maximum as possible from the financial activities . One widely used type of trading systems consists of two modules : prediction module followed by trading module . First , a ...
... strategies , to help traders to obtain the profit as maximum as possible from the financial activities . One widely used type of trading systems consists of two modules : prediction module followed by trading module . First , a ...
Página 238
... Strategies [ 7 , 9 ] , Evolutionary Programming [ 3 ] ) can be seen as particular realizations of the same idea . In fact , EAs are not algorithms in the usual meaning , but form a class of methods based on similar principles . By far ...
... Strategies [ 7 , 9 ] , Evolutionary Programming [ 3 ] ) can be seen as particular realizations of the same idea . In fact , EAs are not algorithms in the usual meaning , but form a class of methods based on similar principles . By far ...
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