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 83
... range , and lowest mass at both ends of the range , characterized as N ( u , o ^ 2 ) , with inflection , x - μ - o . A variable is lognormal , if the log of the variable has normal distribution . Visually , lognormal variables , without ...
... range , and lowest mass at both ends of the range , characterized as N ( u , o ^ 2 ) , with inflection , x - μ - o . A variable is lognormal , if the log of the variable has normal distribution . Visually , lognormal variables , without ...
Página 153
... range , and not to signals in a certain ( usually high ) frequency range . Thus , ICA gives a fresh perspective to the problem of understanding the mechanisms that influence the stock market . In comparison to PCA , ICA does indeed ...
... range , and not to signals in a certain ( usually high ) frequency range . Thus , ICA gives a fresh perspective to the problem of understanding the mechanisms that influence the stock market . In comparison to PCA , ICA does indeed ...
Página 181
... range for the changes of interest rates may be estimated by a statistical analysis of historical data . From the estimation of interest rate changes a probable range for the possible losses in the portfolios value is forecasted . ( A ...
... range for the changes of interest rates may be estimated by a statistical analysis of historical data . From the estimation of interest rate changes a probable range for the possible losses in the portfolios value is forecasted . ( A ...
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