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 174
... agents are not adaptive . Three types of traders are represented : informed trad- ers , noise traders , and momentum traders . The be- havior of each is described below . At any time during the simulation , an agent , using its set of ...
... agents are not adaptive . Three types of traders are represented : informed trad- ers , noise traders , and momentum traders . The be- havior of each is described below . At any time during the simulation , an agent , using its set of ...
Página 175
... agents , formed based on the type of information an agent re- ceives . Each class contained 80 agents . There are three sources of information for agents in TOLVA : fundamental value information , previous price information , and noise ...
... agents , formed based on the type of information an agent re- ceives . Each class contained 80 agents . There are three sources of information for agents in TOLVA : fundamental value information , previous price information , and noise ...
Página 253
... agents , Gode and Sunder [ 7 ] presented results that appear to indicate that zero - intelligence agents can exhibit human - like behavior in CDA markets . Gode and Sunder's zero - intelligence trading agents simply generated random ...
... agents , Gode and Sunder [ 7 ] presented results that appear to indicate that zero - intelligence agents can exhibit human - like behavior in CDA markets . Gode and Sunder's zero - intelligence trading agents simply generated random ...
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