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 69
... transforms stored value and discounted payoffs . At the core , this was monetary inflation , which arose like the ... transform for the deposit losses . The two industries crossover in the 1970's , again in the most recent years . The ...
... transforms stored value and discounted payoffs . At the core , this was monetary inflation , which arose like the ... transform for the deposit losses . The two industries crossover in the 1970's , again in the most recent years . The ...
Página 144
... transform the observed signal into components signals . In PCA , a transformation matrix is chosen such that the covariance matrix of the resulting signals is diagonal : PCA decorrelates by minimizing the second order moments . It does ...
... transform the observed signal into components signals . In PCA , a transformation matrix is chosen such that the covariance matrix of the resulting signals is diagonal : PCA decorrelates by minimizing the second order moments . It does ...
Página 216
... transformation of the data . Most notably , the transformation is topographic , i.e. neighborhood preserving ; this allows to extract previously unknown , low - dimensional structures in data sets . A SOM is adapted to a particular task ...
... transformation of the data . Most notably , the transformation is topographic , i.e. neighborhood preserving ; this allows to extract previously unknown , low - dimensional structures in data sets . A SOM is adapted to a particular task ...
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