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 209
... genetic algorithms structure of the evolutionary process . After each period , half of the population have completed their life cycle . With the resulting consumption in their old age their achieved fitness 209 CIFER'03 HONG KONG.
... genetic algorithms structure of the evolutionary process . After each period , half of the population have completed their life cycle . With the resulting consumption in their old age their achieved fitness 209 CIFER'03 HONG KONG.
Página 231
... completed , the network is tested . Finally , the network's forecasting performance is evaluated by comparing its mean absolute forecast error ( MAFE ) to those of the forward and futures rates of exchange . The network's predictions ...
... completed , the network is tested . Finally , the network's forecasting performance is evaluated by comparing its mean absolute forecast error ( MAFE ) to those of the forward and futures rates of exchange . The network's predictions ...
Página 424
... completed affected by the fluctuation of stock prices . If the risk is 0 , the devaluation of investment is NOT affected by the fluctuation of stock prices . For example , the risk of a simple buy - and - hold strategy is 1 as the ...
... completed affected by the fluctuation of stock prices . If the risk is 0 , the devaluation of investment is NOT affected by the fluctuation of stock prices . For example , the risk of a simple buy - and - hold strategy is 1 as 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