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 |
Dentro del libro
Resultados 1-3 de 77
Página 149
... Economic Research , European Economic Review , forthcoming . [ 5 ] Granger , C. W. J. ( 2000 ) , " Thick Modeling " . Working Paper , Economics Department , University of California , San Diego . M.L. King , and H. L. White ( 1995 ) ...
... Economic Research , European Economic Review , forthcoming . [ 5 ] Granger , C. W. J. ( 2000 ) , " Thick Modeling " . Working Paper , Economics Department , University of California , San Diego . M.L. King , and H. L. White ( 1995 ) ...
Página 157
... Economics , 23 : 21-36 , 2001 . [ 4 ] R. Bellman . Dynamic Programming . Princeton Uni- versity Press , Princeton , 1957 . [ 5 ] R. Bellman , R. Kalaba , and B. Kotkin . Polynomial approximation - a new computational technique in dy ...
... Economics , 23 : 21-36 , 2001 . [ 4 ] R. Bellman . Dynamic Programming . Princeton Uni- versity Press , Princeton , 1957 . [ 5 ] R. Bellman , R. Kalaba , and B. Kotkin . Polynomial approximation - a new computational technique in dy ...
Página 182
... Economics and Finance July , 2002 , ( the assistants ) , AIX France , the 10th Annual Conference of the SouthEast SAS® User Group USA ( the assistants ) , M2002 , the 5th Annual Data Mining Technology Conference SAS® 2002 USA ( the ...
... Economics and Finance July , 2002 , ( the assistants ) , AIX France , the 10th Annual Conference of the SouthEast SAS® User Group USA ( the assistants ) , M2002 , the 5th Annual Data Mining Technology Conference SAS® 2002 USA ( the ...
Contenido
BANKRUPTCY PREDICTION WITH LEAST | 1 |
SIMPLE DECISION MAKING CRITERION AS REAL OPTIONS | 17 |
INCLUDING LIFETIME AND OPTIONS IN RESIDUAL INCOME INDICATORS | 31 |
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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
AANN agents American put American put options analysis applied approach approximation arbitrage barrier option Black-Scholes bond calculated call option coefficients computed convertible bond correlation covariance currency data points data set decision defined delta hedge denote derived distribution dynamics Econometrics Economics equation error estimated evaluation exchange rate Figure financial time series forecast formula function fuzzy genetic algorithm given Heston model Hong Kong hypothesis implied volatility indicators input interest rate Journal of Finance kernel kurtosis linear matrix method momentum moving average neural network nonlinear normal normal distribution observations option pricing p-value pair-wise paper parameters performance period portfolio prediction problem Programming put options random ratio regression reset returns risk sample sequences Sharpe Ratio simulation standard deviation statistical stochastic volatility stock price strike price support vector machines SVMs Table tion trading rules training data trend variables variance wavelets