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 111
... variables will have to Figure 6 : Relationship between log Net Operating Gain / Assets and ratings , viewed as overlapping density plots . be removed , either to reduce multi - colinearity or because the t - ratio for the variable is ...
... variables will have to Figure 6 : Relationship between log Net Operating Gain / Assets and ratings , viewed as overlapping density plots . be removed , either to reduce multi - colinearity or because the t - ratio for the variable is ...
Página 112
... variables from the interaction between variables . In ad- dition , the survey found that probit models were slightly less accurate than interval models , so it is best to let one's model produce real numbers that can fall in a range and ...
... variables from the interaction between variables . In ad- dition , the survey found that probit models were slightly less accurate than interval models , so it is best to let one's model produce real numbers that can fall in a range and ...
Página 114
... variables selected based on the original ex- ploratory data analysis . Variables with low t - ratios were removed by hand . The resulting model was identical to that produced by method 1 above . Figure 1 compares the results of the best ...
... variables selected based on the original ex- ploratory data analysis . Variables with low t - ratios were removed by hand . The resulting model was identical to that produced by method 1 above . Figure 1 compares the results of the best ...
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