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 31
... Economic Value Added , and Value Creation ( extensively discussed in the following ) are just other varieties of residual income indicators . We have considered the two most widely used residual income indicators : Stewart's Economic ...
... Economic Value Added , and Value Creation ( extensively discussed in the following ) are just other varieties of residual income indicators . We have considered the two most widely used residual income indicators : Stewart's Economic ...
Página 149
... Economic Growth Problems * Angelo. network model does better . The P - T statistics show that both forecasts are significantly better , at the five percent level , than the sign forecasts based on independence of the model forecast from ...
... Economic Growth Problems * Angelo. network model does better . The P - T statistics show that both forecasts are significantly better , at the five percent level , than the sign forecasts based on independence of the model forecast from ...
Página 151
... Economic Growth Problems * Angelo Alessandri , Cristiano Cervellera , and Filippo Grassia Institute of Intelligent Systems for Automation ( ISSIA - CNR ) , National Research Council of Italy , Via De Marini 6 , 16149 Genova , Italy ...
... Economic Growth Problems * Angelo Alessandri , Cristiano Cervellera , and Filippo Grassia Institute of Intelligent Systems for Automation ( ISSIA - CNR ) , National Research Council of Italy , Via De Marini 6 , 16149 Genova , Italy ...
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