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 7
... Analysis and the Prediction of Corporate Bankruptcy . Journal of Finance , 23 : 589-609 , 1968 . [ 2 ] Altman , E.I. , Marco , G. , and Varetto , F. Corporate dis- tress diagnosis : comparisons using linear discriminant analysis and ...
... Analysis and the Prediction of Corporate Bankruptcy . Journal of Finance , 23 : 589-609 , 1968 . [ 2 ] Altman , E.I. , Marco , G. , and Varetto , F. Corporate dis- tress diagnosis : comparisons using linear discriminant analysis and ...
Página 47
... analysis and logit analysis have been applied to company failure predic- tion for a long time , [ 1 , 14 , 24 ] . However both of them are unable to build a reliable prediction model when complexity or nonlinearity is present in a data ...
... analysis and logit analysis have been applied to company failure predic- tion for a long time , [ 1 , 14 , 24 ] . However both of them are unable to build a reliable prediction model when complexity or nonlinearity is present in a data ...
Página 53
... analysis and the prediction of corporate failure , Journal of Fi- nance , 589-609 , 1968 . [ 2 ] E.I. Altman , G. Macro and F. Varetto , Corporate dis- tress diagnosis : Comparisons using linear discriminant analysis and neural networks ...
... analysis and the prediction of corporate failure , Journal of Fi- nance , 589-609 , 1968 . [ 2 ] E.I. Altman , G. Macro and F. Varetto , Corporate dis- tress diagnosis : Comparisons using linear discriminant analysis and neural networks ...
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