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
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Página 231
... futures market . The dual interest parity relationship formulated is then used to design an artificial neural network model that forecasts future spot rates of exchange . Exchange rate forecasts generated by the network , when compared ...
... futures market . The dual interest parity relationship formulated is then used to design an artificial neural network model that forecasts future spot rates of exchange . Exchange rate forecasts generated by the network , when compared ...
Página 232
... futures rates , and offered a number of propositions regarding their findings . These propositions were in turn ... futures trading volume on the Winnipeg Commodity Exchange . Other forecasting applications include the work of ...
... futures rates , and offered a number of propositions regarding their findings . These propositions were in turn ... futures trading volume on the Winnipeg Commodity Exchange . Other forecasting applications include the work of ...
Página 233
... futures rates , the data set had to be restricted to quarterly observations , with the dates synchronized so as to reflect equal time spans elapsing between negotiation and maturity for the two contracts . Eurocurrency rates are used ...
... futures rates , the data set had to be restricted to quarterly observations , with the dates synchronized so as to reflect equal time spans elapsing between negotiation and maturity for the two contracts . Eurocurrency rates are used ...
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