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 23
Página 106
... represent an arbitrary linear extension > of a component - wise preference relation > determined on a finite objects ... represented by a system OI = { w , > w1 , w , = w ̧ , where i , j , r , s , ... € { 1 , .. , m } } and / or inexact ...
... represent an arbitrary linear extension > of a component - wise preference relation > determined on a finite objects ... represented by a system OI = { w , > w1 , w , = w ̧ , where i , j , r , s , ... € { 1 , .. , m } } and / or inexact ...
Página 174
... represented : informed trad- ers , noise traders , and momentum traders . The be- havior of each is described below ... represents the actual value of the security . To all but informed traders , however , this value is unknown . The ...
... represented : informed trad- ers , noise traders , and momentum traders . The be- havior of each is described below ... represents the actual value of the security . To all but informed traders , however , this value is unknown . The ...
Página 188
... represented by vectors v1 and v2 , respectively . The difference vector v2 - v1 points from the tip of v1 to the tip ... representing cash flows with maturities between t1 and t2 to point into the region between the circles indicating ...
... represented by vectors v1 and v2 , respectively . The difference vector v2 - v1 points from the tip of v1 to the tip ... representing cash flows with maturities between t1 and t2 to point into the region between the circles indicating ...
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