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
Resultados 1-3 de 85
Página 160
... equation model selected from a forecast model base . The difference of these two types is that the agents of type 1 possess their individual forecast model bases , but the agents of type 3 only learn from a pub- lic forecast model base ...
... equation model selected from a forecast model base . The difference of these two types is that the agents of type 1 possess their individual forecast model bases , but the agents of type 3 only learn from a pub- lic forecast model base ...
Página 184
... equation approaches , so we drop VARS and structural models when contrasting the predictive power of standard ... equation ARDL approach ( autoregressive distributed lag ) to obtain the long - run relationships according to equations ...
... equation approaches , so we drop VARS and structural models when contrasting the predictive power of standard ... equation ARDL approach ( autoregressive distributed lag ) to obtain the long - run relationships according to equations ...
Página 383
... Equation ( 2 ) reduces to r1 = -0.00777 + 0.003908Me -0.14346M + 0.076495V ij ( 3 ) Equation ( 3 ) is similar to the estimated Equation ( 1 ) . The estimate of the coefficient of volatility , 0.076 , is significantly positive , although ...
... Equation ( 2 ) reduces to r1 = -0.00777 + 0.003908Me -0.14346M + 0.076495V ij ( 3 ) Equation ( 3 ) is similar to the estimated Equation ( 1 ) . The estimate of the coefficient of volatility , 0.076 , is significantly positive , although ...
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 | |
Otras 6 secciones no mostradas
Otras ediciones - Ver todas
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