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 63
... trading schemes , having different order placement , transaction costs , and execution details . Neural network performance was evaluated using a trading scheme modeled after a large trading firm that can change positions on a daily ...
... trading schemes , having different order placement , transaction costs , and execution details . Neural network performance was evaluated using a trading scheme modeled after a large trading firm that can change positions on a daily ...
Página 206
... trading in the foreign exchange market . I. Introduction Many trading systems have been proposed , based on different methodology and investment strategies , to help traders to obtain the profit as maximum as possible from the financial ...
... trading in the foreign exchange market . I. Introduction Many trading systems have been proposed , based on different methodology and investment strategies , to help traders to obtain the profit as maximum as possible from the financial ...
Página 301
... trading decisions when the effects of transactions costs , market impact , and taxes2 are included require knowledge of the current system state . Including information related to past decisions in the inputs to a trading system results ...
... trading decisions when the effects of transactions costs , market impact , and taxes2 are included require knowledge of the current system state . Including information related to past decisions in the inputs to a trading system results ...
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