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 187
... direction of change . 5 ) The g_mgap_diff model is the best regarding the predictive power of the direction of change and is also significant at a 95 % confidence interval . Table 4 on the following page reports the same statis- tics ...
... direction of change . 5 ) The g_mgap_diff model is the best regarding the predictive power of the direction of change and is also significant at a 95 % confidence interval . Table 4 on the following page reports the same statis- tics ...
Página 213
... direction . Changes of demand for both currencies lead to changes of the exchange rate and the momentarily optimal value of consumption , c * ( t ) . As can be observed , during periods with an increasing function of the home currency ...
... direction . Changes of demand for both currencies lead to changes of the exchange rate and the momentarily optimal value of consumption , c * ( t ) . As can be observed , during periods with an increasing function of the home currency ...
Página 345
... direction of movement are no better than one would do by chance . 5 CONCLUSIONS While it is disappointing that we find no way to predict the future evolution of these time series , this was not the aim of our work . In Section 2 we find ...
... direction of movement are no better than one would do by chance . 5 CONCLUSIONS While it is disappointing that we find no way to predict the future evolution of these time series , this was not the aim of our work . In Section 2 we find ...
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