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 153
... considered to assess the above - described ( see , for details , [ 18 ] ) . Table 4 summarizes such cost indexes . 3 A DYNAMIC PROGRAMMING SCHEME FOR OPTIMIZATION The evolution of the system over a finite horizon of T years has been ...
... considered to assess the above - described ( see , for details , [ 18 ] ) . Table 4 summarizes such cost indexes . 3 A DYNAMIC PROGRAMMING SCHEME FOR OPTIMIZATION The evolution of the system over a finite horizon of T years has been ...
Página 164
... considered . To settle this problem , we attempt to propose an improved multi- agent - based architecture for studying artificial stock mar- ket . Specifically , agents of type 1 and type 3 prefer applying forecast equation models to ...
... considered . To settle this problem , we attempt to propose an improved multi- agent - based architecture for studying artificial stock mar- ket . Specifically , agents of type 1 and type 3 prefer applying forecast equation models to ...
Página 394
... considered pattern recognition criti- cal and emphasized the need to pay much more explicit at- tention to teaching pattern recognition . Chartists have ap- peared to be good at engaging in pattern recognition for many decades , yet ...
... considered pattern recognition criti- cal and emphasized the need to pay much more explicit at- tention to teaching pattern recognition . Chartists have ap- peared to be good at engaging in pattern recognition for many decades , yet ...
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