2 resultados para Financial Relations

em Massachusetts Institute of Technology


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A procedure is given for recognizing sets of inference rules that generate polynomial time decidable inference relations. The procedure can automatically recognize the tractability of the inference rules underlying congruence closure. The recognition of tractability for that particular rule set constitutes mechanical verification of a theorem originally proved independently by Kozen and Shostak. The procedure is algorithmic, rather than heuristic, and the class of automatically recognizable tractable rule sets can be precisely characterized. A series of examples of rule sets whose tractability is non-trivial, yet machine recognizable, is also given. The technical framework developed here is viewed as a first step toward a general theory of tractable inference relations.

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Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of practical techniques to address important estimation and confidence issues for Radial Basis Function networks arising from such a data driven approach, including efficient methods for parameter estimation and pruning, a pointwise prediction error estimator, and a methodology for controlling the "data mining'' problem. Novel applications in the finance area are described, including customized, adaptive option pricing and stock price prediction.