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 114
... Table 2 gives the mean Q ( j ) values for each bank over time from December 1991 ( period 1 ) to December 1994 ( period 13 ) . For ease of comparison , using the data in Table 2 , we constructed rankings of banks over time . As shown in ...
... Table 2 gives the mean Q ( j ) values for each bank over time from December 1991 ( period 1 ) to December 1994 ( period 13 ) . For ease of comparison , using the data in Table 2 , we constructed rankings of banks over time . As shown in ...
Página 127
... Tables ( 1 ) , ( 2 ) , and ( 3 ) . Table ( 1 ) lists the attributes necessary to identify the problem at hand . Table ( 2 ) lists the attributes needed for the identification of a solution method . Table ( 3 ) lists the attributes used ...
... Tables ( 1 ) , ( 2 ) , and ( 3 ) . Table ( 1 ) lists the attributes necessary to identify the problem at hand . Table ( 2 ) lists the attributes needed for the identification of a solution method . Table ( 3 ) lists the attributes used ...
Página 129
... TABLE multinomial ; Multinomial Algorithm CREATE TABLE multinomial ( ) ; -- mnm text , - Name of the Multinomial Algorithm mats int -- Jumber of Time Steps DROP TABLE io ; Input / Output Specification -- ionm text , DROP TABLE pde ...
... TABLE multinomial ; Multinomial Algorithm CREATE TABLE multinomial ( ) ; -- mnm text , - Name of the Multinomial Algorithm mats int -- Jumber of Time Steps DROP TABLE io ; Input / Output Specification -- ionm text , DROP TABLE pde ...
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