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 33
... calculated , we stress that the cash flow in the three cases is calculated in slightly different ways . Rappaport uses the standard financial definition of Operating Cash Flow , while Stewart defines a new quantity , which assumes the ...
... calculated , we stress that the cash flow in the three cases is calculated in slightly different ways . Rappaport uses the standard financial definition of Operating Cash Flow , while Stewart defines a new quantity , which assumes the ...
Página 280
... calculated and these funds are sorted in ascending order based on their means . The funds are then assigned to a style based on : ( K * ( indx - 1 ) / N ) +1 . K is the number of styles specified , index refers to the position of the ...
... calculated and these funds are sorted in ascending order based on their means . The funds are then assigned to a style based on : ( K * ( indx - 1 ) / N ) +1 . K is the number of styles specified , index refers to the position of the ...
Página 365
... calculated in this way , but the fi- nal profit was calculated both by the approximate method described by using ( 2 ) , ( 3 ) and ( 9 ) , and also by the exact method of applying all trades at the exact bid and ask prices . The ...
... calculated in this way , but the fi- nal profit was calculated both by the approximate method described by using ( 2 ) , ( 3 ) and ( 9 ) , and also by the exact method of applying all trades at the exact bid and ask prices . 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 |
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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