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 123
... Knowledge Based System for Evaluation of Option Pricing Algorithms * K. N. Pantazopoulos V. S. Verykios ; and E. N. Houstiss Computer Science Dept. , Purdue University , W. Lafayette , IN 47907 Abstract In this paper we present the ...
... Knowledge Based System for Evaluation of Option Pricing Algorithms * K. N. Pantazopoulos V. S. Verykios ; and E. N. Houstiss Computer Science Dept. , Purdue University , W. Lafayette , IN 47907 Abstract In this paper we present the ...
Página 125
... knowledge can be expressed in rather limited form , and ( ii ) the lack of relations makes the concept description language inappropriate for some domains . An attempt to overcome the limitations of attribute - based learning has led to ...
... knowledge can be expressed in rather limited form , and ( ii ) the lack of relations makes the concept description language inappropriate for some domains . An attempt to overcome the limitations of attribute - based learning has led to ...
Página 139
... knowledge base in an incremental fashion . The knowledge base can be used to assist in selecting the appropriate algorithm for a given problem . Although the system has been presented with a particular pricing library in mind , the ...
... knowledge base in an incremental fashion . The knowledge base can be used to assist in selecting the appropriate algorithm for a given problem . Although the system has been presented with a particular pricing library in mind , 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