Using Modified Adaptive Neural Fuzzy Real-time Workshop for Self-correction of the Option Pricing Model

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题名:	Using Modified Adaptive Neural Fuzzy Real-time Workshop for Self-correction of the Option Pricing Model
作者:	Yen,EC
贡献者:	企業管理學系
关键词:	SYSTEMS;CONTROLLER;NETWORKS;SERIES
日期:	2010
上传时间:	2012-03-27 19:03:50 (UTC+8)
出版者:	國立中央大學
摘要:	We propose a modified neuro-adaptive learning fuzzy system that can model, simulate, and analyze dynamic data. The system has two switches and three subsystems, which fits the need of advanced financial analysis. We can obtain the following important information: (1) the most powerful explanatory variable, (2) the length of most representative sample period, and (3) the optimal updated model. With learning mechanism, the mean absolute error will be decreased significantly.
關聯:	JOURNAL OF RESEARCH AND PRACTICE IN INFORMATION TECHNOLOGY
显示于类别:	[企業管理學系] 期刊論文

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