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 57
... Techniques for a Gold Trading Model Erik O. Brauner and Judith E. Dayhoff eob@math.umd.edu , dayhoff@isr.umd.edu Institute for Systems Research University of Maryland , College Park College Park , MD 20742 Xiaoyun Sun and Sharon Hormby ...
... Techniques for a Gold Trading Model Erik O. Brauner and Judith E. Dayhoff eob@math.umd.edu , dayhoff@isr.umd.edu Institute for Systems Research University of Maryland , College Park College Park , MD 20742 Xiaoyun Sun and Sharon Hormby ...
Página 63
... techniques described in this paper are general , and can be applied to any market . In addition , these techniques can be applied to a variety of trading schemes , having different order placement , transaction costs , and execution ...
... techniques described in this paper are general , and can be applied to any market . In addition , these techniques can be applied to a variety of trading schemes , having different order placement , transaction costs , and execution ...
Página 89
... techniques . This project for a major credit card encompassed these two techniques in the detection of fraudulent patterns of cardholder activity . The results are reported in this paper . Fraud is a crime although there are variations ...
... techniques . This project for a major credit card encompassed these two techniques in the detection of fraudulent patterns of cardholder activity . The results are reported in this paper . Fraud is a crime although there are variations ...
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