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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... chapter Bankruptcy prediction : a comparison with discriminant analysis , pages 311-323 . John Wiley and Sons , 1995 . [ 25 ] Ripley , B.D. Pattern Classification and Neural Net- works . Cambridge University Press , 1996 . [ 26 ] ...
... chapter Bankruptcy prediction : a comparison with discriminant analysis , pages 311-323 . John Wiley and Sons , 1995 . [ 25 ] Ripley , B.D. Pattern Classification and Neural Net- works . Cambridge University Press , 1996 . [ 26 ] ...
Página 42
... chapters . 4.2 Efron's Bootstrapping The coefficients of all three parametric models were highly significant . The statistical tests regarding the ne- cessity of an asymmetric model were also highly signifi- cant . Due to statistical ...
... chapters . 4.2 Efron's Bootstrapping The coefficients of all three parametric models were highly significant . The statistical tests regarding the ne- cessity of an asymmetric model were also highly signifi- cant . Due to statistical ...
Página 294
... Chapter 5 of [ 11 ] . Since the pth derivative of X ( t ) does not exist , the pth divided difference diverges to infinity as the grid size shrinks to zero . On the other hand , since the kth derivative of X ( t ) exists for k < p , the ...
... Chapter 5 of [ 11 ] . Since the pth derivative of X ( t ) does not exist , the pth divided difference diverges to infinity as the grid size shrinks to zero . On the other hand , since the kth derivative of X ( t ) exists for k < p , 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