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 93
... analysis The first step in the general cycle of a datamining project is an analysis of the requirements and the feas- ibility ( see Fig . 1 ) . In considering application of fuzzy systems , two major questions were of importance to the ...
... analysis The first step in the general cycle of a datamining project is an analysis of the requirements and the feas- ibility ( see Fig . 1 ) . In considering application of fuzzy systems , two major questions were of importance to the ...
Página 130
... analysis and evaluation of the option pricing algorithms and the structure of the analysis and evaluation system . : Methodological Framework A set of n option problems P = { P ; i = 1 , ... , n } , and a set of m option pricing ...
... analysis and evaluation of the option pricing algorithms and the structure of the analysis and evaluation system . : Methodological Framework A set of n option problems P = { P ; i = 1 , ... , n } , and a set of m option pricing ...
Página 181
... analysis . Such an analysis would be difficult , as ⚫ it would demand to handle an impracticably large amount of data ⚫ historical data is recorded for a restricted collection of maturities only . Therefore the statistical analysis ...
... analysis . Such an analysis would be difficult , as ⚫ it would demand to handle an impracticably large amount of data ⚫ historical data is recorded for a restricted collection of maturities only . Therefore the statistical analysis ...
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