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 32
Página 129
... Steps DROP TABLE io ; Input / Output Specification -- ionm text , DROP TABLE pde ; -- Pde Algorithm CREATE TABLE pde ( pnm text , pats int , pagp int , pabp int [ ] , pals text , patr int , pans text , pana int , pait int , pain text ...
... Steps DROP TABLE io ; Input / Output Specification -- ionm text , DROP TABLE pde ; -- Pde Algorithm CREATE TABLE pde ( pnm text , pats int , pagp int , pabp int [ ] , pals text , patr int , pans text , pana int , pait int , pain text ...
Página 135
... step ( [ BD96 ] ) Binomial Method with B & S and Richardson ( [ BD96 ] Binomial Method with successive step Averaging ... steps at 20 points equally spaced between 0.4K and 1.6K . The set of characteristics describing the problems ( Cp ) ...
... step ( [ BD96 ] ) Binomial Method with B & S and Richardson ( [ BD96 ] Binomial Method with successive step Averaging ... steps at 20 points equally spaced between 0.4K and 1.6K . The set of characteristics describing the problems ( Cp ) ...
Página 192
... STEP 3 Repeat steps 2 and 3 until the stopping criterion is met Figure 2 Genetic algorithm for automated parameter selection . The fitness function should evaluate the dynamical information given by a particular set of parameter values ...
... STEP 3 Repeat steps 2 and 3 until the stopping criterion is met Figure 2 Genetic algorithm for automated parameter selection . The fitness function should evaluate the dynamical information given by a particular set of parameter values ...
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