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 92
... applied in mining this information for obtaining knowledge . The application of one class of CI techniques , fuzzy systems , is discussed in this paper . We report on an investigation of possibilities and necessary conditions for applying ...
... applied in mining this information for obtaining knowledge . The application of one class of CI techniques , fuzzy systems , is discussed in this paper . We report on an investigation of possibilities and necessary conditions for applying ...
Página 133
... applied to the problem . Linear profiles are generated by using least square approximations . Based on these linearized profiles , non - parametric statistical techniques are applied in order to provide the total ordering used for the ...
... applied to the problem . Linear profiles are generated by using least square approximations . Based on these linearized profiles , non - parametric statistical techniques are applied in order to provide the total ordering used for the ...
Página 137
... applied to P155 with the error as criterion . 4.2 Experimental Results In the following we present the results we obtained using the experimental setup described above . The rankings have been produced by the statistical analysis of the ...
... applied to P155 with the error as criterion . 4.2 Experimental Results In the following we present the results we obtained using the experimental setup described above . The rankings have been produced by the statistical analysis of the ...
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