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 144
... statistical dependence ( Cichocki , Unbehauen , Moszczyński and Rummert 1994b , Karhunen and Joutsensalo 1994 ) . ICA , on the other hand , tries to find statistical independent sources by additionally minimizing higher order statistics ...
... statistical dependence ( Cichocki , Unbehauen , Moszczyński and Rummert 1994b , Karhunen and Joutsensalo 1994 ) . ICA , on the other hand , tries to find statistical independent sources by additionally minimizing higher order statistics ...
Página 160
... Statistical Analysis of Coin- tegration Vectors " , Journal of Eocnomic dynamics and control 12 , June - Sept , 1988 , pp231-254 . Johansen , S. ( 1991 ) , " Estimation and Hypothesis Test- ing of Cointegrationg Vectors in Gaussian ...
... Statistical Analysis of Coin- tegration Vectors " , Journal of Eocnomic dynamics and control 12 , June - Sept , 1988 , pp231-254 . Johansen , S. ( 1991 ) , " Estimation and Hypothesis Test- ing of Cointegrationg Vectors in Gaussian ...
Página 172
... statistical models . For instance , most statistical methods require researchers to make sometimes he- roic assumptions about the distributional properties of the underlying data generating process and model structure ; these ...
... statistical models . For instance , most statistical methods require researchers to make sometimes he- roic assumptions about the distributional properties of the underlying data generating process and model structure ; these ...
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