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 83
... variables under investigation in this study , let this section integrate certain insurance concepts and actuarial sciences with this topic . On a per bank deposit insurance basis , the distribution is binomial , either the bank deposit ...
... variables under investigation in this study , let this section integrate certain insurance concepts and actuarial sciences with this topic . On a per bank deposit insurance basis , the distribution is binomial , either the bank deposit ...
Página 95
... variables allowed " " Few missing values " 40 60 80 Percentage missings allowed in a feature Figure 3. When 5 % missing information is allowed in a variable , 148 features and 15486 clients remain in the data set . 3.4 Data exploration ...
... variables allowed " " Few missing values " 40 60 80 Percentage missings allowed in a feature Figure 3. When 5 % missing information is allowed in a variable , 148 features and 15486 clients remain in the data set . 3.4 Data exploration ...
Página 159
... variable into the model if it will significantly increase the multiple correla- tion coefficient R. Backward elimination includes all variables at the beginning and deletes those which will not substantially reduce R after removal ...
... variable into the model if it will significantly increase the multiple correla- tion coefficient R. Backward elimination includes all variables at the beginning and deletes those which will not substantially reduce R after removal ...
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