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 166
... parameters to estimate . For even small values of n and k , this is usually not tractable ; the problem is further exacerbated when we are typically dealing with small data sets . The new mixed memory transition matrix has the following ...
... parameters to estimate . For even small values of n and k , this is usually not tractable ; the problem is further exacerbated when we are typically dealing with small data sets . The new mixed memory transition matrix has the following ...
Página 167
... parameters . Having estimated the parameters , we take two complementary approaches to using this model : analysis , which looks at the model parameters to uncover structure in the time series , and synthesis , which uses the model ...
... parameters . Having estimated the parameters , we take two complementary approaches to using this model : analysis , which looks at the model parameters to uncover structure in the time series , and synthesis , which uses the model ...
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 ...
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