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 8
Página 52
... turns of the S & P 500 system and provides recom- mendations that are used to implement short term option trading strategies . The input to the prediction system , i.e. , the financial time series , is the daily close value of the S ...
... turns of the S & P 500 system and provides recom- mendations that are used to implement short term option trading strategies . The input to the prediction system , i.e. , the financial time series , is the daily close value of the S ...
Página 246
... turns out to be an important advantage that alleviates the effects of the curse of dimensionality . In this paper , we ... turn , the posterior y and for each t , are calculated based on the current estimation of A according to ( 2 ) and ...
... turns out to be an important advantage that alleviates the effects of the curse of dimensionality . In this paper , we ... turn , the posterior y and for each t , are calculated based on the current estimation of A according to ( 2 ) and ...
Página 277
... turn out to have good consistent differences between failed and successful companies ' ratio the 100 80 60 40 20 1991 1.2 1.156 1.1 1.05 10 0.95 0.9 о 0.85 1992 1993 1994 1991 1992 1993 1994 Figure 3 One profitability ratio Figure 4 One ...
... turn out to have good consistent differences between failed and successful companies ' ratio the 100 80 60 40 20 1991 1.2 1.156 1.1 1.05 10 0.95 0.9 о 0.85 1992 1993 1994 1991 1992 1993 1994 Figure 3 One profitability ratio Figure 4 One ...
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