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 75
... investment markets during the modern era . It is only because of strong gains in the industry's investment income that deteriorating underwriting results are offset at final balance in consolidated financial statements . Property ...
... investment markets during the modern era . It is only because of strong gains in the industry's investment income that deteriorating underwriting results are offset at final balance in consolidated financial statements . Property ...
Página 194
... investment , USA , ++ CANADA , 0 0 MEXICO ថ្មី 30 300 700 600 500 400 8 8 8 8 8 8 8 200 100 Simulation of international trade dynamics 00000 000000000000000 0 0.2 0.22 0.24 .0.26 0.28 0.3 0.32 0.34 time 0.36 Figure 3 Simulation ...
... investment , USA , ++ CANADA , 0 0 MEXICO ថ្មី 30 300 700 600 500 400 8 8 8 8 8 8 8 200 100 Simulation of international trade dynamics 00000 000000000000000 0 0.2 0.22 0.24 .0.26 0.28 0.3 0.32 0.34 time 0.36 Figure 3 Simulation ...
Página 216
... investments in emerging stock markets I illustrate the application of SOMs in investment decisions , with an improvement of about 30 % in returns over other , more simple investment strategies . 1 Introduction A conservative investment ...
... investments in emerging stock markets I illustrate the application of SOMs in investment decisions , with an improvement of about 30 % in returns over other , more simple investment strategies . 1 Introduction A conservative investment ...
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