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 397
... basic idea is to discover whether there would be any similar or repeating patterns in a set of time series [ 6 , 7 , 9 , 10 , 22 ] . Here , consider Figure 4 which shows two stocks , X and Y. Obviously , both X and Y are very different ...
... basic idea is to discover whether there would be any similar or repeating patterns in a set of time series [ 6 , 7 , 9 , 10 , 22 ] . Here , consider Figure 4 which shows two stocks , X and Y. Obviously , both X and Y are very different ...
Página 405
... basic approach to use moving averages in investment management is to identify which term of price trend the in- vestor wishes to monitor . Typically , there are four kinds . of basic trends . When the price is above the correspond- ing ...
... basic approach to use moving averages in investment management is to identify which term of price trend the in- vestor wishes to monitor . Typically , there are four kinds . of basic trends . When the price is above the correspond- ing ...
Página 430
... basic binomial model ( see Figure 1 ) . Suppose that at a time step t ( denoted by the point A ) the stock XYZ is trading at x ( t ) . In the next time step t + 1 the stock can move from the point A to B either up or down by the ...
... basic binomial model ( see Figure 1 ) . Suppose that at a time step t ( denoted by the point A ) the stock XYZ is trading at x ( t ) . In the next time step t + 1 the stock can move from the point A to B either up or down by 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