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 45
... transforms to make relevant properties of the data more apparent . A justification for wavelet analysis of financial data is that the wavelet transform is a useful transform when the data follows a fractal Brownian motion [ 8 ] . One of ...
... transforms to make relevant properties of the data more apparent . A justification for wavelet analysis of financial data is that the wavelet transform is a useful transform when the data follows a fractal Brownian motion [ 8 ] . One of ...
Página 75
... transform , we will determine at which time - scale the series is most predictable . 1 Introduction Traditional embedding techniques focus on using lagged values of the time series at hand . This window of past values is always a ...
... transform , we will determine at which time - scale the series is most predictable . 1 Introduction Traditional embedding techniques focus on using lagged values of the time series at hand . This window of past values is always a ...
Página 77
... transform [ 8 ] . We need a transform whose output is not dependent starting point . That is , transforms taken over shifted versions of the original signal result in shifted versions of the output . The TIWT exhibits just this sort of ...
... transform [ 8 ] . We need a transform whose output is not dependent starting point . That is , transforms taken over shifted versions of the original signal result in shifted versions of the output . The TIWT exhibits just this sort of ...
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 |
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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