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 |
Dentro del libro
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Página 102
... particular membership functions ( or particular criteria ) q1 , ... , qm ( i.e. particular fuzzy subsets PREF1 , ... , PREFm of the set X ) are now fixed , we can compare objects ' general preferability with the help of a component ...
... particular membership functions ( or particular criteria ) q1 , ... , qm ( i.e. particular fuzzy subsets PREF1 , ... , PREFm of the set X ) are now fixed , we can compare objects ' general preferability with the help of a component ...
Página 103
... particular criterion q , ( q ” ≥ q ” , i = 1 , ... , m ) and there exists a particular Σ criterion qs such that x® is more preferable than x® from the point of view of the criterion ( q > q ) . Alternatively , an order relation ...
... particular criterion q , ( q ” ≥ q ” , i = 1 , ... , m ) and there exists a particular Σ criterion qs such that x® is more preferable than x® from the point of view of the criterion ( q > q ) . Alternatively , an order relation ...
Página 104
... particular criteria q ,, ... , qm into one general criterion Q determined by a scalar- valued synthesizing function ... particular fuzzy sets PREF1 , ... , PREFm- B. Synthesizing Function A rather subtle step in the fuzzy sets synthesis ...
... particular criteria q ,, ... , qm into one general criterion Q determined by a scalar- valued synthesizing function ... particular fuzzy sets PREF1 , ... , PREFm- B. Synthesizing Function A rather subtle step in the fuzzy sets synthesis ...
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 |
Derechos de autor | |
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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