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 115
... effects of changing the financial ratios under analysis on the overall financial performance index . Generally speaking , it is desirable to select ratios that are not highly correlated with one another , as the index will not change ...
... effects of changing the financial ratios under analysis on the overall financial performance index . Generally speaking , it is desirable to select ratios that are not highly correlated with one another , as the index will not change ...
Página 164
... effects . REFERENCES 1. Boston JR : Effects of membership function parameters on the performance of a fuzzy signal detector , IEEE Trans Fuzzy Systems , vol . 5 , pp . 249-255 ( May , 1997 ) . 2. Value Line Investment Survey , ( Value ...
... effects . REFERENCES 1. Boston JR : Effects of membership function parameters on the performance of a fuzzy signal detector , IEEE Trans Fuzzy Systems , vol . 5 , pp . 249-255 ( May , 1997 ) . 2. Value Line Investment Survey , ( Value ...
Página 183
... effect mentioned above ? To find the answer let us have a look at the above example . In fig ( 2 ) we have plotted a ... effects . Risc neutral cash flow mapping eliminates this diversification effect by putting the main part of the cash ...
... effect mentioned above ? To find the answer let us have a look at the above example . In fig ( 2 ) we have plotted a ... effects . Risc neutral cash flow mapping eliminates this diversification effect by putting the main part of the cash ...
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