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 9
Página 391
... Nasdaq series , as compared to the other two series , or that the Nasdaq itself inherently has less informative patterns . However , another view is that the tests we used here are not suitable methods for detecting the information ...
... Nasdaq series , as compared to the other two series , or that the Nasdaq itself inherently has less informative patterns . However , another view is that the tests we used here are not suitable methods for detecting the information ...
Página 393
... Nasdaq S & P500 | FF ( .9 ) FF ( .975 ) FF ( 1 ) 8890 18 120 856 11 16 18 13 15 8 18 11 13 10 14 11 460 339 14 9 10 39 229 48 40 35 333 Tol . 116 108 Table 3 : Results of the one - sided studentized range test ( OSRT ) . w Dow - Jones ...
... Nasdaq S & P500 | FF ( .9 ) FF ( .975 ) FF ( 1 ) 8890 18 120 856 11 16 18 13 15 8 18 11 13 10 14 11 460 339 14 9 10 39 229 48 40 35 333 Tol . 116 108 Table 3 : Results of the one - sided studentized range test ( OSRT ) . w Dow - Jones ...
Página 409
... NASDAQ . Table 3 : Comparison of the combination of genetic algo- rithm with different kinds of moving averages . Data are av- erage of 20 runs . ( a ) For training set . GA - SMA GA - EMA 7.89 GA - AMA 8.36 Microsoft Intel Oracle Dell ...
... NASDAQ . Table 3 : Comparison of the combination of genetic algo- rithm with different kinds of moving averages . Data are av- erage of 20 runs . ( a ) For training set . GA - SMA GA - EMA 7.89 GA - AMA 8.36 Microsoft Intel Oracle Dell ...
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