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 127
... input / output attributes , as well as of their parameters , and assists in the database storage of the experimental data and the application of various analysis techniques on them . The IUI has been prototyped using Tcl / Tk . The ...
... input / output attributes , as well as of their parameters , and assists in the database storage of the experimental data and the application of various analysis techniques on them . The IUI has been prototyped using Tcl / Tk . The ...
Página 129
... Input / Output SPECIFICATION Payoff Structure ALGORITHE SPECIFICATION European Underlying Aart Parican Tera Structure Algorithe Rave PIE SO Progren He Benchmark Solution to Compute the Error Custo Volality Suture Algorithm Type Pde ...
... Input / Output SPECIFICATION Payoff Structure ALGORITHE SPECIFICATION European Underlying Aart Parican Tera Structure Algorithe Rave PIE SO Progren He Benchmark Solution to Compute the Error Custo Volality Suture Algorithm Type Pde ...
Página 260
... Input data is fed in from the left of the diagram and in successive time steps is passed onto the further neurons as ... input at time ( t - k ) , and Wijk is the weight from the ith neuron to this input . The parameter d measures the ...
... Input data is fed in from the left of the diagram and in successive time steps is passed onto the further neurons as ... input at time ( t - k ) , and Wijk is the weight from the ith neuron to this input . The parameter d measures 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 |
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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