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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Resultados 1-3 de 80
Página 36
... table . [ 13 ] The Predictive Power of Dividend Yields Analyzed. Rappaport Time -5 -4 -3 -2 -1 0 1 2 3 5 Flow in 132 ... table for the studied financial indicators . The first part of the table corresponds to the classic calculation of ...
... table . [ 13 ] The Predictive Power of Dividend Yields Analyzed. Rappaport Time -5 -4 -3 -2 -1 0 1 2 3 5 Flow in 132 ... table for the studied financial indicators . The first part of the table corresponds to the classic calculation of ...
Página 120
... Table 2 . Table 4 The values of conversion option and currency option embedded in an ECB Bond value CB value Conversion Currency option value option value ( 2 ) - ( 1 ) ( 3 ) - ( 2 ) 4.1 Effects of Volatilities on the Value of an ECB From ...
... Table 2 . Table 4 The values of conversion option and currency option embedded in an ECB Bond value CB value Conversion Currency option value option value ( 2 ) - ( 1 ) ( 3 ) - ( 2 ) 4.1 Effects of Volatilities on the Value of an ECB From ...
Página 148
... Table I is that the network gives more re- liable , in sample results , than the linear model , at forecast horizons of less than a year . Table IV In - Sample Regression Diagnostics : USA Linear ( 11 lags ) Horizon 12 6 R2 SSR 3 1 ...
... Table I is that the network gives more re- liable , in sample results , than the linear model , at forecast horizons of less than a year . Table IV In - Sample Regression Diagnostics : USA Linear ( 11 lags ) Horizon 12 6 R2 SSR 3 1 ...
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