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 |
Dentro del libro
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Página 105
... cycle ( steps 2-5 ) Else If s [ TT ] , then first passage time has not yet occurred . If x ( T ) ≤ In H then the jump crossed the barrier ( index I as defined in equation ( 11 ) equals i ) . The payoff becomes : DiscPayoff ( m ) = R ...
... cycle ( steps 2-5 ) Else If s [ TT ] , then first passage time has not yet occurred . If x ( T ) ≤ In H then the jump crossed the barrier ( index I as defined in equation ( 11 ) equals i ) . The payoff becomes : DiscPayoff ( m ) = R ...
Página 423
... Trading Rules Daily stock data T ( k + 1 ) , T ( k + 2 ) , ... , T ( k + n ) Evaluation Process m - day training n - day testing Buy / Sell Signal 3rd cycle 2nd cycle 2nd m - day preceding daily. 423 CIFER'03 HONG KONG.
... Trading Rules Daily stock data T ( k + 1 ) , T ( k + 2 ) , ... , T ( k + n ) Evaluation Process m - day training n - day testing Buy / Sell Signal 3rd cycle 2nd cycle 2nd m - day preceding daily. 423 CIFER'03 HONG KONG.
Página 424
... cycle 2nd cycle 2nd m - day preceding daily data 2nd n - day trading 1st cycle 1st m - day preceding daily data 1st n - day trading Time FIS Editor : mt X File Edit View FIS Name : mt And method Or method Implication Aggregation ...
... cycle 2nd cycle 2nd m - day preceding daily data 2nd n - day trading 1st cycle 1st m - day preceding daily data 1st n - day trading Time FIS Editor : mt X File Edit View FIS Name : mt And method Or method Implication Aggregation ...
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