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 95
... methods are studied . Linear discriminant functions and modified principal component analysis [ 7 ] have been used to select variables for the clustering based modeling method . Results obtained with these methods , however , were poor ...
... methods are studied . Linear discriminant functions and modified principal component analysis [ 7 ] have been used to select variables for the clustering based modeling method . Results obtained with these methods , however , were poor ...
Página 135
... Method of Lines with Invariant Imbedding ( [ GS94 , MvdH95 ] ) Linear Complementarity / Projected SOR ( heat ... Method ( [ CRR79 ] ) Binomial Method with B & S last step ( [ BD96 ] ) Binomial Method with B & S and Richardson ( [ BD96 ] ...
... Method of Lines with Invariant Imbedding ( [ GS94 , MvdH95 ] ) Linear Complementarity / Projected SOR ( heat ... Method ( [ CRR79 ] ) Binomial Method with B & S last step ( [ BD96 ] ) Binomial Method with B & S and Richardson ( [ BD96 ] ...
Página 157
... method ( 1988 ) , which needs to change eq . ( 1 ) into the form of xr ( t ) = m Σ bjx , ( t ) + e ( t ) j = 1 , j # r ( 2 ) for using the least square method to implement the long - run equilibrium regression , and then determine ...
... method ( 1988 ) , which needs to change eq . ( 1 ) into the form of xr ( t ) = m Σ bjx , ( t ) + e ( t ) j = 1 , j # r ( 2 ) for using the least square method to implement the long - run equilibrium regression , and then determine ...
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