最急降下法を用いたCDS プロキシヘッジにおける 最適ヘッジ比率の学習 (人工知能学会全国大会(第26回)文化,科学技術と未来 ; オーガナイズドセッション「OS-15 ファイナンスにおける人工知能応用」)
Digital data available（Japan Link Center）
Begin reading now
CiNii Research
Holdings of Libraries in Japan
This page shows libraries in Japan other than the National Diet Library that hold the material.
Please contact your local library for information on how to use materials or whether it is possible to request materials from the holding libraries.
other
CiNii Research
Search ServiceDigitalYou can check the holdings of institutions and databases with which CiNii Research is linked at the site of CiNii Research.
Bibliographic Record
You can check the details of this material, its authority (keywords that refer to materials on the same subject, author's name, etc.), etc.
- Material Type
- 記事
- Author/Editor
- 後藤 卓松井 藤五郎和泉 潔
- Alternative Title
- Optimization of hedge ratio in CDS proxy hedge using steepest descent method
- Periodical title
- 人工知能学会全国大会論文集
- No. or year of volume/issue
- 26:2012年度
- Volume
- 26
- Pages
- 1-3