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 101
... objects under uncertainty are conceivable . Hereafter we will refer to the proposed method as ASPID ( Analysis and Synthesis of Parameters Under Information Deficiency ) , which has been developed by Hovanov [ 1 , 2 , 3 ] . The next ...
... objects under uncertainty are conceivable . Hereafter we will refer to the proposed method as ASPID ( Analysis and Synthesis of Parameters Under Information Deficiency ) , which has been developed by Hovanov [ 1 , 2 , 3 ] . The next ...
Página 102
... objects which are preferable from the point of view of the ith criterion ; that is , a value q = q ( x ) of the function q¡ ( x ; ) is a measure of preferability of jth object . Without loss in generality we can normalize all criteria ...
... objects which are preferable from the point of view of the ith criterion ; that is , a value q = q ( x ) of the function q¡ ( x ; ) is a measure of preferability of jth object . Without loss in generality we can normalize all criteria ...
Página 103
... objects x " , " ЄX such that the both inequalities x≥x and x " > xare not fulfilled . These pairs of incomparable objects are an overwhelming majority among all possible pairs of objects from the set X. We next provide the two ...
... objects x " , " ЄX such that the both inequalities x≥x and x " > xare not fulfilled . These pairs of incomparable objects are an overwhelming majority among all possible pairs of objects from the set X. We next provide the two ...
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