返回
a radial basis function approach to financial time series analysis

a radial basis function approach to financial time series analysis

ID：34407811

大小：2.72 MB

页数：159页

时间：2019-03-05

a radial basis function approach to financial time series analysis_第1页
a radial basis function approach to financial time series analysis_第2页
a radial basis function approach to financial time series analysis_第3页
a radial basis function approach to financial time series analysis_第4页
a radial basis function approach to financial time series analysis_第5页
资源描述：

《a radial basis function approach to financial time series analysis》由会员上传分享，免费在线阅读，更多相关内容在教育资源-天天文库。

1、ARadialBasisFunctionApproachtoFinancialTimeSeriesAnalysisbyJamesM.HutchinsonMasterofScienceinEECS,MassachusettsInstituteofTechnology(1986)SubmittedtotheDepartmentofElectricalEngineeringandComputerScienceinPartialFul llmentoftheRequirementsfortheDegreeofDoctorofPhilosophyattheMassachusettsInst

2、ituteofTechnologyFebruary,1994c1994MassachusettsInstituteofTechnologyAllrightsreserved.SignatureofAuthorJamesM.HutchinsonDepartmentofElectricalEngineeringandComputerScienceEmail:hutch@ai.mit.eduCerti edbyProfessorTomasoPoggioArti cialIntelligenceLaboratoryThesisCo-SupervisorCerti edbyProfesso

3、rAndrewLoSloanSchoolofManagementThesisCo-SupervisorAcceptedbyProfessorFredericR.MorgenthalerChair,DepartmentCommitteeonGraduateStudents23ARadialBasisFunctionApproachtoFinancialTimeSeriesAnalysisbyJamesM.HutchinsonSubmittedtotheDepartmentofElectricalEngineeringandComputerScienceonDecember1,199

4、3inpartialful llmentoftherequirementsforthedegreeofDoctorofPhilosophy.AbstractBillionsofdollars owthroughtheworld's nancialmarketseveryday,andmarketparticipantsareunderstandablyeagertoaccuratelyprice nancialinstrumentsandunderstandrelationshipsinvolvingthem.Nonlinearmultivariatestatisticalmod

5、elingonfastcomputerso ersthepotentialtocapturemoreoftheunderlyingdynamicsofthesehighdimensional,noisysystemsthantraditionalmodelswhileatthesametimemakingfewerrestrictiveassumptionsaboutthem.Forthisstyleofexploratory,nonparametricmodelingtobeuseful,however,caremustbetakeninfundamentalestimatio

6、nandcon denceissues,especiallyconcernsderivingfromlimitedsamplesizes.Thisthesispresentsacollectionofpracticaltechniquestoaddresstheseissuesforamodelingmethodology,RadialBasisFunctionnetworks.Thesetechniquesin-cludeecientmethodsforparameterestimationandpruning,includingaheuristicforsettinggoo

7、dinitialparametervalues,apointwisepredictionerrorestimatorforkerneltypeRBFnetworks,andamethodologyforcontrollingthedatamining"prob-lem.Novelapplicationsinthe nanceareaaredescribed,includingthederivationofcustomized,adaptiveoptionpricingformu

当前文档最多预览五页，下载文档查看全文

此文档下载收益归作者所有

当前文档最多预览五页，下载文档查看全文
温馨提示：
1. 部分包含数学公式或PPT动画的文件，查看预览时可能会显示错乱或异常，文件下载后无此问题，请放心下载。
2. 本文档由用户上传，版权归属用户，天天文库负责整理代发布。如果您对本文档版权有争议请及时联系客服。
3. 下载前请仔细阅读文档内容，确认文档内容符合您的需求后进行下载，若出现内容与标题不符可向本站投诉处理。
4. 下载文档时可能由于网络波动等原因无法下载或下载错误，付费完成后未能成功下载的用户请联系客服处理。