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 21
... turn results in an association between volume of trading and return . Following that , there is an analysis of the stochastic price process , which permits the concept of entropy to be used to measure the speed of convergence of the ...
... turn results in an association between volume of trading and return . Following that , there is an analysis of the stochastic price process , which permits the concept of entropy to be used to measure the speed of convergence of the ...
Página 103
... turn , an order relation ≥ generates corresponding strict order relation > by the condition : ( 2 ) ( x ( ) > x® ) ↔ ( ( x « ≥x " ) & ( x® ‡ x " ) ) . ( 3 ) Unfortunately , order relation ≥ usually gives us a partial order only ...
... turn , an order relation ≥ generates corresponding strict order relation > by the condition : ( 2 ) ( x ( ) > x® ) ↔ ( ( x « ≥x " ) & ( x® ‡ x " ) ) . ( 3 ) Unfortunately , order relation ≥ usually gives us a partial order only ...
Página 126
... turn produces the necessary instants of a problem class and an algorithm class . The instantiated algorithm is applied to the problem instance to produce an output , also defined in the specification file . In a standalone use of the ...
... turn produces the necessary instants of a problem class and an algorithm class . The instantiated algorithm is applied to the problem instance to produce an output , also defined in the specification file . In a standalone use of the ...
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 |
Derechos de autor | |
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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