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 75
... companies . As the next chart shows , the overall solvency of this industry is deeply indebted to the profound growth of investment markets during the modern era . It is only because of strong gains in the industry's investment income ...
... companies . As the next chart shows , the overall solvency of this industry is deeply indebted to the profound growth of investment markets during the modern era . It is only because of strong gains in the industry's investment income ...
Página 77
... companies . Third , the 1970's political mandates , capping premiums and premium increases , requiring insurers to extend insurance to the public , forced insurers to supply insurance increasingly on terms which did not reflect full ...
... companies . Third , the 1970's political mandates , capping premiums and premium increases , requiring insurers to extend insurance to the public , forced insurers to supply insurance increasingly on terms which did not reflect full ...
Página 146
... companies traded at the Tokyo Stock Exchange . The preprocessing consists of three steps : we difference the daily stock prices to obtain returns as indicated in Section 3.2 , subtract the mean of each stock , and normalize the ...
... companies traded at the Tokyo Stock Exchange . The preprocessing consists of three steps : we difference the daily stock prices to obtain returns as indicated in Section 3.2 , subtract the mean of each stock , and normalize 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