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 99
... firms and must eventually aggregate ( or synthesize ) this information into an overall assessment . Unfortunately , analysts can only make subjective evaluations concerning the relative importance of different criteria under ...
... firms and must eventually aggregate ( or synthesize ) this information into an overall assessment . Unfortunately , analysts can only make subjective evaluations concerning the relative importance of different criteria under ...
Página 100
... firm performance . These ratios reflect the actual amounts of different financial qualities , including profitability , financial leverage , liquidity , etc. At the culmination of such analyses , the financial analyst renders an overall ...
... firm performance . These ratios reflect the actual amounts of different financial qualities , including profitability , financial leverage , liquidity , etc. At the culmination of such analyses , the financial analyst renders an overall ...
Página 146
... firms , listed in the Appendix . Fig . 2 shows the stock price of the first company in our set , the Bank of Tokyo - Mitsubishi , between August 1986 and July 1988. For the same time interval , Fig . 3 displays the movements of the ...
... firms , listed in the Appendix . Fig . 2 shows the stock price of the first company in our set , the Bank of Tokyo - Mitsubishi , between August 1986 and July 1988. For the same time interval , Fig . 3 displays the movements of 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 |
Derechos de autor | |
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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