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 161
... prediction of the future returns of individual stocks can be based on the growth rates of several fundamental factors , such as revenues , earnings per share , capital investment , debt , and market share , among others . A stock will ...
... prediction of the future returns of individual stocks can be based on the growth rates of several fundamental factors , such as revenues , earnings per share , capital investment , debt , and market share , among others . A stock will ...
Página 222
... prediction for yesterday and the actual open price yesterday . We note because of the use of negation , the larger the u value the better the experts performance yesterday . The a value is of course the experts prediction for today ...
... prediction for yesterday and the actual open price yesterday . We note because of the use of negation , the larger the u value the better the experts performance yesterday . The a value is of course the experts prediction for today ...
Página 260
... prediction is based on the assumption that an observable feature of a system is determined by an underlying deterministic system . If the evolution of the system can be described by a set of n ordinary differential equations in n ...
... prediction is based on the assumption that an observable feature of a system is determined by an underlying deterministic system . If the evolution of the system can be described by a set of n ordinary differential equations in n ...
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