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 192
... called fractionally integrated with differencing parameter d ( Xt ~ I ( d ) ) , if Σ X1 = Σcjet - j with c ; = j = 0 r ( j + d ) г ( j + 1 ) г ( d ) andet ~ i.i.d. ( 0 , σ2 ) d is called the fractional degree of integration of the ...
... called fractionally integrated with differencing parameter d ( Xt ~ I ( d ) ) , if Σ X1 = Σcjet - j with c ; = j = 0 r ( j + d ) г ( j + 1 ) г ( d ) andet ~ i.i.d. ( 0 , σ2 ) d is called the fractional degree of integration of the ...
Página 352
... ( called it geh ) and Wheelock Co. Ltd. ( called it wheelock ) . In Figures 6 , 7 and 8 , we show their stock values respectively . All of these time sequences are of length 750 , which is approximately equal to 3 years trading days . We ...
... ( called it geh ) and Wheelock Co. Ltd. ( called it wheelock ) . In Figures 6 , 7 and 8 , we show their stock values respectively . All of these time sequences are of length 750 , which is approximately equal to 3 years trading days . We ...
Página 388
... called competitive learning among all neurons . The output neurons that win the competition are called winner - takes - all neurons . In SOMs , the neurons are placed on the sites of an n - dimensional lattice . The value of n is ...
... called competitive learning among all neurons . The output neurons that win the competition are called winner - takes - all neurons . In SOMs , the neurons are placed on the sites of an n - dimensional lattice . The value of n is ...
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