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 150
... Figure 8 : Thresholded return constructed from the four most dominant weighted ICs for the Tokyo- Mitsubishi Bank . 3000 2800 2600 rec . stock 1 -2400- 2200 2000 1800 1600 1400 200 400 600 800 1000 days Figure 9 : Reconstructed prices ...
... Figure 8 : Thresholded return constructed from the four most dominant weighted ICs for the Tokyo- Mitsubishi Bank . 3000 2800 2600 rec . stock 1 -2400- 2200 2000 1800 1600 1400 200 400 600 800 1000 days Figure 9 : Reconstructed prices ...
Página 163
... Figure 1 shows membership in the set of Large growth rates for the 30 stocks as a function of y1 , the rate of return from February 4 , 1991 to February 3 , 1992. The strong correlation between large growth rates and high returns was ...
... Figure 1 shows membership in the set of Large growth rates for the 30 stocks as a function of y1 , the rate of return from February 4 , 1991 to February 3 , 1992. The strong correlation between large growth rates and high returns was ...
Página 194
... Figure 3 Simulation results showing the dynamic behavior for the investment of USA , Canada and Mexico . Whether or not there are indeed " strange " attractors ... Figure 3 . 10X Figure No 1 Eile Edit Window Help Simulation of interest 194.
... Figure 3 Simulation results showing the dynamic behavior for the investment of USA , Canada and Mexico . Whether or not there are indeed " strange " attractors ... Figure 3 . 10X Figure No 1 Eile Edit Window Help Simulation of interest 194.
Contenido
Outliers Influence Functions and Robust Portfolio Optimization | 1 |
tacting BlackScholes to a NonBlackSchcies Environment 137 | 4 |
A Theory of Price Formation in A Market with Short Sale Prohibition | 15 |
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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
agents analysis ASPID Banco Bank of Tokyo-Mitsubishi behavior Black-Scholes cash flow mapping catastrophe losses CatLoss cointegration computational correlation covariance matrix data mining data set database deposit closings derivative distribution dynamics Easley and O'Hara efficient frontier error estimate evaluation expected FDIC Figure financial ratios FINANZIA fuzzy set Genetic genetic algorithm given growth rates h₁ implied variance independent component analysis Influence function informed traders instruments with means insured deposit Journal learning linear market maker Markov models method minimum variance portfolio multinomial Neural Networks neutral mapping option pricing overall parameter predict pricing algorithms probability problem rate of convergence ratio reinsurance risk neutral risk-neutral rules selection sell short sale short sale prohibition simulation specification standard deviations statistical stochastic stock price stock returns t₁ tangency portfolio techniques theta trading volume uncertainty underwriting uninformed V₁ V₂ variables vector volatility weighted