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
... growth rates are small or negative . Usually , the growth rates vary , however , and when the growth rates are mixed , that is , some of the rates are large and some are small , the appropriate prediction of stock performance is ...
... growth rates are small or negative . Usually , the growth rates vary , however , and when the growth rates are mixed , that is , some of the rates are large and some are small , the appropriate prediction of stock performance is ...
Página 162
... growth rate for factor k . The membership functions are symmetric about a growth rate of 10 % , with equal membership value ( 0.5 ) in each set at 10 % , and the slopes of the functions have equal magnitudes and opposite signs . Growth ...
... growth rate for factor k . The membership functions are symmetric about a growth rate of 10 % , with equal membership value ( 0.5 ) in each set at 10 % , and the slopes of the functions have equal magnitudes and opposite signs . Growth ...
Página 163
... growth rates for the 30 stocks as a function of y1 , the rate of return from February 4 , 1991 to February 3 , 1992. The strong correlation between large growth rates and high returns was expected , since these returns were observed ...
... growth rates for the 30 stocks as a function of y1 , the rate of return from February 4 , 1991 to February 3 , 1992. The strong correlation between large growth rates and high returns was expected , since these returns were observed ...
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