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 191
... parameter values for the ai , ẞi , Mi parameters . However , the emergence of strange attractors is not exclusive in models like these : some variations in the parameters can lead to the occurrence of other phenomena like quasi ...
... parameter values for the ai , ẞi , Mi parameters . However , the emergence of strange attractors is not exclusive in models like these : some variations in the parameters can lead to the occurrence of other phenomena like quasi ...
Página 192
... parameter values . i.e. the fitness function should measure the power of the parameter set . Lets consider a three - dimensional model with 3 parameters 0 , a and y , then assuming that we have only four possible dynamical behaviors ...
... parameter values . i.e. the fitness function should measure the power of the parameter set . Lets consider a three - dimensional model with 3 parameters 0 , a and y , then assuming that we have only four possible dynamical behaviors ...
Página 233
... parameter vector { V } and * impractical . Therefore , the parameters in { V } and * are estimated separately using a two - step iteration approach : first , the parameters in " are estimated : second.the daily instantaneous variance is ...
... parameter vector { V } and * impractical . Therefore , the parameters in { V } and * are estimated separately using a two - step iteration approach : first , the parameters in " are estimated : second.the daily instantaneous variance is ...
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