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 161
... considered . Standard statistical detection techniques , such as Bayesian maximum likelihood detectors , determine the most probable choice between signal - present and signal - absent for every observed waveform , but they can not ...
... considered . Standard statistical detection techniques , such as Bayesian maximum likelihood detectors , determine the most probable choice between signal - present and signal - absent for every observed waveform , but they can not ...
Página 163
... considered ( Fig . 2 ) , the correlation is not as strong , although both correlations are significant ( p < 0.005 ) . Similar results were obtained for membership in set Small , except that the correlation was negative ( stocks with ...
... considered ( Fig . 2 ) , the correlation is not as strong , although both correlations are significant ( p < 0.005 ) . Similar results were obtained for membership in set Small , except that the correlation was negative ( stocks with ...
Página 191
... considered to be appropriate for the given mathematical model , and then using heuristics and statistical calculations to make the final decision of which parameter values are considered to be the " best " set for dynamical behavior ...
... considered to be appropriate for the given mathematical model , and then using heuristics and statistical calculations to make the final decision of which parameter values are considered to be the " best " set for dynamical behavior ...
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