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 19
... applied to the real asset or firm's project . The methodology is called " real options " . In the next section , we show how it is applied in the real world . 2. Real Options Real Options are methods used to evaluate alternative ...
... applied to the real asset or firm's project . The methodology is called " real options " . In the next section , we show how it is applied in the real world . 2. Real Options Real Options are methods used to evaluate alternative ...
Página 47
... 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 set [ 31 , 32 ] . As a univer- sal ...
... 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 set [ 31 , 32 ] . As a univer- sal ...
Página 365
... applied in ( 3 ) to reflect the loss from position changes in bid / ask trading . For trading returns the equiva- lent transaction cost is simply the spread divided by two : = where the factor of 8 ( t ) = pl - p 2 ( 9 ) reflects the ...
... applied in ( 3 ) to reflect the loss from position changes in bid / ask trading . For trading returns the equiva- lent transaction cost is simply the spread divided by two : = where the factor of 8 ( t ) = pl - p 2 ( 9 ) reflects the ...
Contenido
BANKRUPTCY PREDICTION WITH LEAST | 1 |
SIMPLE DECISION MAKING CRITERION AS REAL OPTIONS | 17 |
INCLUDING LIFETIME AND OPTIONS IN RESIDUAL INCOME INDICATORS | 31 |
Derechos de autor | |
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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