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 |
Dentro del libro
Resultados 1-3 de 4
Página 114
... bottom of the rankings , including Banca Serfin , Banco Obrero , Multibanco Mercantil Probursa , and Banco Internacional . While some banks experienced some large shifts in rankings over time ( e.g. , Banco Mercantil de Norte is ...
... bottom of the rankings , including Banca Serfin , Banco Obrero , Multibanco Mercantil Probursa , and Banco Internacional . While some banks experienced some large shifts in rankings over time ( e.g. , Banco Mercantil de Norte is ...
Página 149
... bottom trace . The top trace is the summation of the remaining 24 ICs , the least dominant ICs for this stock . The weighted sum of all the ICs corresponds to the original stock return . actual , rec . stock 1 4000 3500 3000 -250 아 ...
... bottom trace . The top trace is the summation of the remaining 24 ICs , the least dominant ICs for this stock . The weighted sum of all the ICs corresponds to the original stock return . actual , rec . stock 1 4000 3500 3000 -250 아 ...
Página 168
... 3500 4000 Figure 2 : The exchange rate time series we analyze ; from left to right , top to bottom , they are : British pound , Canadian dollar , Deutsch mark , Japanese yen , and Swiss franc . P ( it = se \ I − 1 ) 168.
... 3500 4000 Figure 2 : The exchange rate time series we analyze ; from left to right , top to bottom , they are : British pound , Canadian dollar , Deutsch mark , Japanese yen , and Swiss franc . P ( it = se \ I − 1 ) 168.
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 |
Derechos de autor | |
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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