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 92
... techniques in the field of financial services , and report on an investigation carried out concerning the possibilities and expected success of using fuzzy systems in some business chapters of the Dutch ING group . Based on this ...
... techniques in the field of financial services , and report on an investigation carried out concerning the possibilities and expected success of using fuzzy systems in some business chapters of the Dutch ING group . Based on this ...
Página 141
... technique known as independent component analysis ( ICA ) , also called blind source separation , to multivariate financial time series . The key idea of ICA is to linearly map observed multivariate time series ( such as a portfolio of ...
... technique known as independent component analysis ( ICA ) , also called blind source separation , to multivariate financial time series . The key idea of ICA is to linearly map observed multivariate time series ( such as a portfolio of ...
Página 172
... technique , agent - based simulation , has become a popular alternative to tradi- tional methods for modeling these ... techniques a widely accessible approach for testing hypotheses about such complex systems . Agent - based models ...
... technique , agent - based simulation , has become a popular alternative to tradi- tional methods for modeling these ... techniques a widely accessible approach for testing hypotheses about such complex systems . Agent - based models ...
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