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
Resultados 1-3 de 37
Página 18
... ( relative ) volume days than on low ( relative ) volume days . On the other hand , the Harris and Raviv [ 1993 ] model analytically characterizes the positive serial correlation in stock returns during high trading volume to disagreement ...
... ( relative ) volume days than on low ( relative ) volume days . On the other hand , the Harris and Raviv [ 1993 ] model analytically characterizes the positive serial correlation in stock returns during high trading volume to disagreement ...
Página 35
... relative distance or convergence between the two probability distributions through the sequential trades . This relative distance or the relative entropy is thus a measure of the inefficiency of that assumption . Since it is not ...
... relative distance or convergence between the two probability distributions through the sequential trades . This relative distance or the relative entropy is thus a measure of the inefficiency of that assumption . Since it is not ...
Página 115
... relative ratio importance as well as the accuracy of weight steps ( by restating the value of h ) to examine their ... relative importance of the different decision criteria . This lack of information implies that overall assessments are ...
... relative ratio importance as well as the accuracy of weight steps ( by restating the value of h ) to examine their ... relative importance of the different decision criteria . This lack of information implies that overall assessments are ...
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 | |
Otras 9 secciones no mostradas
Otras ediciones - Ver todas
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