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
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Página 171
... simulation of financial markets has grown considerably in the last decade . However , the interpretation of simulation results has received far less attention . Typically , the out- put of a large number of simulations is reduced to one ...
... simulation of financial markets has grown considerably in the last decade . However , the interpretation of simulation results has received far less attention . Typically , the out- put of a large number of simulations is reduced to one ...
Página 172
... simulation technique , agent - based simulation , has become a popular alternative to tradi- tional methods for modeling these complex phenom- ena . Advances in computer technology and pro- gramming languages have made agent - based ...
... simulation technique , agent - based simulation , has become a popular alternative to tradi- tional methods for modeling these complex phenom- ena . Advances in computer technology and pro- gramming languages have made agent - based ...
Página 189
... simulation of these models is critical in understanding the behavior of the relevant financial and economical variables for the problem of IT . Also , performing the simulations for different parameter values of the models will enable ...
... simulation of these models is critical in understanding the behavior of the relevant financial and economical variables for the problem of IT . Also , performing the simulations for different parameter values of the models will enable ...
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 |
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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