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 79
... containing 2,000 records of the form ( x , y , fi ( x , y ) ) ( i = 1,2 ) . In doing so , the values for the two ... contains the usual error measures mean squared deviaion ( MSD ) , mean 2The first test function is a variant of ...
... containing 2,000 records of the form ( x , y , fi ( x , y ) ) ( i = 1,2 ) . In doing so , the values for the two ... contains the usual error measures mean squared deviaion ( MSD ) , mean 2The first test function is a variant of ...
Página 288
... contains functions of lags of the response variable , such that the maximum lag order is p , we will require T + p ... contains all the xt for which the real ho's are mutually distinct , j = 1 , 2 , ... , J , ( b ) if the dispersion ...
... contains functions of lags of the response variable , such that the maximum lag order is p , we will require T + p ... contains all the xt for which the real ho's are mutually distinct , j = 1 , 2 , ... , J , ( b ) if the dispersion ...
Página 302
... contains the lagged values of rt and other predetermined variables . The variables of interest in our analysis are returns defined from daily prices , Pt . We define the compounded return by rt = log ( pt ) - log ( Pt - 1 ) , t = −R + ...
... contains the lagged values of rt and other predetermined variables . The variables of interest in our analysis are returns defined from daily prices , Pt . We define the compounded return by rt = log ( pt ) - log ( Pt - 1 ) , t = −R + ...
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