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 28
Página 93
... decision support [ 3 ] . All of the investigated subjects involved processing data for finding otherwise hidden relations within the data . An evaluation of the subjects has been made based on three requirements : 1. Availability of ...
... decision support [ 3 ] . All of the investigated subjects involved processing data for finding otherwise hidden relations within the data . An evaluation of the subjects has been made based on three requirements : 1. Availability of ...
Página 115
... decision criteria . This lack of information implies that overall assessments are subjective in nature . Even if two financial analysts ranked the relative importance of different decision criteria similarly , their overall assessments ...
... decision criteria . This lack of information implies that overall assessments are subjective in nature . Even if two financial analysts ranked the relative importance of different decision criteria similarly , their overall assessments ...
Página 161
... decision cannot be made with reasonable certainty . Identifying when a decision cannot be made is useful in applications such as medical diagnosis , where additional testing can be considered . Standard statistical detection techniques ...
... decision cannot be made with reasonable certainty . Identifying when a decision cannot be made is useful in applications such as medical diagnosis , where additional testing can be considered . Standard statistical detection techniques ...
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