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 89
... transactions organized by account over a six month period . Fraudulent transactions are clearly identified . This allows us to segment the accounts into good and bad meaning those that had one or more fraudulent transactions . Over ...
... transactions organized by account over a six month period . Fraudulent transactions are clearly identified . This allows us to segment the accounts into good and bad meaning those that had one or more fraudulent transactions . Over ...
Página 90
... transactions . To simplify this description , a fraudulent transaction is referred to as a " bad " transaction , and any transaction that is not identified as fraudulent is designated a " good " transaction . The first group is composed ...
... transactions . To simplify this description , a fraudulent transaction is referred to as a " bad " transaction , and any transaction that is not identified as fraudulent is designated a " good " transaction . The first group is composed ...
Página 225
... transaction generator inputs . Thus , there was an initial transaction set consisting of 323 transactions with three different purchase categories for a period of one year . These transactions were non - fraudulent per definition ( thus ...
... transaction generator inputs . Thus , there was an initial transaction set consisting of 323 transactions with three different purchase categories for a period of one year . These transactions were non - fraudulent per definition ( thus ...
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