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 157
... Dynamics Review , 8 ( 2 ) : 111-128 , 92 . [ 15 ] R. Neck . Dynamic games of fiscal and monetary poli- cies for Austria . In Annals of Operations Research , volume 88 , pages 233–249 . Kluwer , 1999 . [ 16 ] R. Neck . Modeling and ...
... Dynamics Review , 8 ( 2 ) : 111-128 , 92 . [ 15 ] R. Neck . Dynamic games of fiscal and monetary poli- cies for Austria . In Annals of Operations Research , volume 88 , pages 233–249 . Kluwer , 1999 . [ 16 ] R. Neck . Modeling and ...
Página 165
... Dynamic and control , 25 : 363- 393,2001 . [ 3 ] X. Chen and S.Tokinaga . Approximation of chaotic dynamics for input pricing as service facilities based on the GP and the control of chaos . Trans . IEICE , E85- A ( 9 ) : 2107-2117 ...
... Dynamic and control , 25 : 363- 393,2001 . [ 3 ] X. Chen and S.Tokinaga . Approximation of chaotic dynamics for input pricing as service facilities based on the GP and the control of chaos . Trans . IEICE , E85- A ( 9 ) : 2107-2117 ...
Página 339
... dynamics . Stan- dard linear surrogate techniques and estimation of dynamic invariants demonstrate that linear noise models are insuf- ficient to explain dynamic variability in intra - day returns . Therefore , the data may not be ...
... dynamics . Stan- dard linear surrogate techniques and estimation of dynamic invariants demonstrate that linear noise models are insuf- ficient to explain dynamic variability in intra - day returns . Therefore , the data may not be ...
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