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 33
... given the existence of a low signal is less than the expected volume given the existence of a high signal , i.e. , E [ v , │y = L ] < E [ v , │y = H ] b ) the expected volume given the absence of a signal is less than the expected volume ...
... given the existence of a low signal is less than the expected volume given the existence of a high signal , i.e. , E [ v , │y = L ] < E [ v , │y = H ] b ) the expected volume given the absence of a signal is less than the expected volume ...
Página 45
... given trader is informed . This also imply the fraction of informed traders in the market . 0 < μ < 1 . h1 The probability that a given informed trader already owns the stock . 0 < h , < 1 . hu The probability that a given uninformed ...
... given trader is informed . This also imply the fraction of informed traders in the market . 0 < μ < 1 . h1 The probability that a given informed trader already owns the stock . 0 < h , < 1 . hu The probability that a given uninformed ...
Página 130
... given algorithm . The complexity of the algorithm gives a rough ( asymptotic ) indication of its runtime behavior . The more applied approach to define speed is to measure the actual time an algorithm takes to solve a given problem ...
... given algorithm . The complexity of the algorithm gives a rough ( asymptotic ) indication of its runtime behavior . The more applied approach to define speed is to measure the actual time an algorithm takes to solve a given problem ...
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