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 168
... event is known to occur in each slice . Such a time - slicing approach was used in previous work [ 1,5,6,7,8 ] . In each time - slice , the atomic " significant event " is one quote being issued by one trader and the other traders then ...
... event is known to occur in each slice . Such a time - slicing approach was used in previous work [ 1,5,6,7,8 ] . In each time - slice , the atomic " significant event " is one quote being issued by one trader and the other traders then ...
Página 169
... event that a buyer quotes on any one time - slice and let Q = s denote the event that a seller quotes , then for the CDA we can write Pr ( Q = s ) = 0.5 and note that because Pr ( Q = b ) = 1.0 - Pr ( Q = s ) it is only necessary to ...
... event that a buyer quotes on any one time - slice and let Q = s denote the event that a seller quotes , then for the CDA we can write Pr ( Q = s ) = 0.5 and note that because Pr ( Q = b ) = 1.0 - Pr ( Q = s ) it is only necessary to ...
Página 397
... event happening on those related ones . For pattern matching in multiple time series , the basic idea is to discover ... events ( news articles ) that would trigger the rise trend of X would be useful for predicting the movement of Y ...
... event happening on those related ones . For pattern matching in multiple time series , the basic idea is to discover ... events ( news articles ) that would trigger the rise trend of X would be useful for predicting the movement of Y ...
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