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 145
... called fourth order blind identification ( FOBI ) . Cardoso and Laheld ( 1996 ) use the term " relative gradient algorithm " to describe this algorithm . A similar approach was independently derived by Amari et al . ( 1995 ) and called ...
... called fourth order blind identification ( FOBI ) . Cardoso and Laheld ( 1996 ) use the term " relative gradient algorithm " to describe this algorithm . A similar approach was independently derived by Amari et al . ( 1995 ) and called ...
Página 157
... called Minor Component Anal- ysis ( MCA ) and its extension Modular MCA . With no need to place one variable on the left - hand side and use the others as regressors on the estimation of the long - run equilibrium regression , and also ...
... called Minor Component Anal- ysis ( MCA ) and its extension Modular MCA . With no need to place one variable on the left - hand side and use the others as regressors on the estimation of the long - run equilibrium regression , and also ...
Página 169
... called a mixed memory Markov model and the parameters of the model can be estimated efficiently using the Expectation - Maximization procedure . Using a five component daily exchange rate series as a testbed for this model , we uncover ...
... called a mixed memory Markov model and the parameters of the model can be estimated efficiently using the Expectation - Maximization procedure . Using a five component daily exchange rate series as a testbed for this model , we uncover ...
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