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 100
... Performance of Mexican Banks Using a New Method for Quantifying Subjective Information I. Introduction " Uncertainty , " " ambiguity , ” “ fuzziness ” and other similar terms are common in business and finance problems involving ...
... Performance of Mexican Banks Using a New Method for Quantifying Subjective Information I. Introduction " Uncertainty , " " ambiguity , ” “ fuzziness ” and other similar terms are common in business and finance problems involving ...
Página 116
... performance for each bank over time . Rankings of Mexican banks revealed that their financial performance tended to fluctuate around some mean level over time . Apparently , the privatization of Mexican banks in 1991 did not cause a ...
... performance for each bank over time . Rankings of Mexican banks revealed that their financial performance tended to fluctuate around some mean level over time . Apparently , the privatization of Mexican banks in 1991 did not cause a ...
Página 124
... performance based on a set of quantitative characteristics , such as error and speed . In this work we are primarily interested in the computational evaluation of various pricing algorithms . The methodological performance analysis and ...
... performance based on a set of quantitative characteristics , such as error and speed . In this work we are primarily interested in the computational evaluation of various pricing algorithms . The methodological performance analysis and ...
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