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 147
... begin to increases . However , after a critical threshold is crossed , when the costs of staying employed far exceed lay- off costs , unemployment will jump to a higher level . As Ljungqvist and Sargent note , those older workers whose ...
... begin to increases . However , after a critical threshold is crossed , when the costs of staying employed far exceed lay- off costs , unemployment will jump to a higher level . As Ljungqvist and Sargent note , those older workers whose ...
Página 179
... begin tp € Z + . The cash flow received by each MERCHANT on the part of DINERS CLUB , corresponds to the goods and services that the PARTNER has purchased . The PARTNER begins to enjoy the acquired goods and services beginning at moment ...
... begin tp € Z + . The cash flow received by each MERCHANT on the part of DINERS CLUB , corresponds to the goods and services that the PARTNER has purchased . The PARTNER begins to enjoy the acquired goods and services beginning at moment ...
Página 363
... begin by reviewing the use of recurrent neural net- works to make trading decisions on a single price series , fol- lowing the presentation given in [ 4 ] with additional details where appropriate . The input to the neural network is ...
... begin by reviewing the use of recurrent neural net- works to make trading decisions on a single price series , fol- lowing the presentation given in [ 4 ] with additional details where appropriate . The input to the neural network is ...
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