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 73
... trend is ever - decreasing historical values , this ratio at 0.717 in 1994 . The next chart introduces the final pair of ratios , the total deposit to interest - bearing liabilities , TD / IBL , and the interest - bearing asset to ...
... trend is ever - decreasing historical values , this ratio at 0.717 in 1994 . The next chart introduces the final pair of ratios , the total deposit to interest - bearing liabilities , TD / IBL , and the interest - bearing asset to ...
Página 163
... trend in the results . £ 0.5 E 0.5 0 0 -0.8 -0.4 -0.4 0 0.4 0.8 1.2 return from 2/91 to 2/92 0 0.4 return from 2/92 to 2/93 0.8 1.2 Figure 3. Membership values in the set Uncertain as a function of the rate of return over the period ...
... trend in the results . £ 0.5 E 0.5 0 0 -0.8 -0.4 -0.4 0 0.4 0.8 1.2 return from 2/91 to 2/92 0 0.4 return from 2/92 to 2/93 0.8 1.2 Figure 3. Membership values in the set Uncertain as a function of the rate of return over the period ...
Página 174
... trends in- variably occur by chance . Momentum traders do not know the cause of the trend , however , and may begin to trade such a random trend thereby ( falsely ) strengthening it . Thus , speculative bubbles may emerge . We simulated ...
... trends in- variably occur by chance . Momentum traders do not know the cause of the trend , however , and may begin to trade such a random trend thereby ( falsely ) strengthening it . Thus , speculative bubbles may emerge . We simulated ...
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