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 |
Dentro del libro
Resultados 1-3 de 22
Página 52
... trend . The volatility trend is described as up , down or same and the risk level of the decision as low , average and high . The membership functions of the resulting fuzzy numbers are described by correspondingly sub- scripted ' s ...
... trend . The volatility trend is described as up , down or same and the risk level of the decision as low , average and high . The membership functions of the resulting fuzzy numbers are described by correspondingly sub- scripted ' s ...
Página 155
... trends , and fractional Brownian motions . The random walk and random trend mod- els are estimated using Kalman filters , while wavelet decompositions and the EM algorithm are used to estimate the FBM models . These models are able to ...
... trends , and fractional Brownian motions . The random walk and random trend mod- els are estimated using Kalman filters , while wavelet decompositions and the EM algorithm are used to estimate the FBM models . These models are able to ...
Página 273
... Trends on Model Reliability Z. R. Yang , H. James & A. Packer Dept. of Land & Construction Management University of Portsmouth , Portsmouth PO1 3AH , UK Tel : 44 01705 842935 , Fax : 44 01705 842913 email : yangzr@lcm1.envf.port.ac.uk ...
... Trends on Model Reliability Z. R. Yang , H. James & A. Packer Dept. of Land & Construction Management University of Portsmouth , Portsmouth PO1 3AH , UK Tel : 44 01705 842935 , Fax : 44 01705 842913 email : yangzr@lcm1.envf.port.ac.uk ...
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 | |
Otras 16 secciones no mostradas
Otras ediciones - Ver todas
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