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 216
... strategies for emerging markets H.-U. Bauer Max - Planck - Institut für Strömungsforschung , Postfach 28 53 , 37018 ... strategies . 1 Introduction A conservative investment decision is to spread the risk over the whole market , yielding ...
... strategies for emerging markets H.-U. Bauer Max - Planck - Institut für Strömungsforschung , Postfach 28 53 , 37018 ... strategies . 1 Introduction A conservative investment decision is to spread the risk over the whole market , yielding ...
Página 217
... strategies in markets with highly fluctuating performances . Analyzing market param- eters of 20 emerging markets in the year 1992 , investment strategies for 1993 are devised . It is shown that exploitation of the topography in SOMS ...
... strategies in markets with highly fluctuating performances . Analyzing market param- eters of 20 emerging markets in the year 1992 , investment strategies for 1993 are devised . It is shown that exploitation of the topography in SOMS ...
Página 218
... strategies were outperformed For large values of o , the smoothing is no more local but rather global , and the SOM effectively converges to the grand average strategy ( Fig . 1c ) . For very small values of σ , the local smothing is no ...
... strategies were outperformed For large values of o , the smoothing is no more local but rather global , and the SOM effectively converges to the grand average strategy ( Fig . 1c ) . For very small values of σ , the local smothing is no ...
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