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 118
... The formal elements have been designed to reduce the amount of possible ambiguities in the templates definitions but do not reduce the user's expression power and are : Template - name : Variables : Template main - event 118.
... The formal elements have been designed to reduce the amount of possible ambiguities in the templates definitions but do not reduce the user's expression power and are : Template - name : Variables : Template main - event 118.
Página 119
... Template main - event : Definition of slots : T = TAKEOVER V = COMPANY1 is an organization V = COMPANY2 is an ... template defined using the user - definable template interface . • the name of the template , which must begin with the ...
... Template main - event : Definition of slots : T = TAKEOVER V = COMPANY1 is an organization V = COMPANY2 is an ... template defined using the user - definable template interface . • the name of the template , which must begin with the ...
Página 121
... templates such as the takeover template described in section 3 are filled using the " inference engine " , which will match the user natural language template definition against the source article [ Costantino et al . , 1997 ] . In both ...
... templates such as the takeover template described in section 3 are filled using the " inference engine " , which will match the user natural language template definition against the source article [ Costantino et al . , 1997 ] . In both ...
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