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 43
... hypothesis of no predictability in the dividend - price - ratio for long - term stock returns tends to be rejected as time horizon increases . As many previous pa- pers reported , it seems that explanatory power increases with respect ...
... hypothesis of no predictability in the dividend - price - ratio for long - term stock returns tends to be rejected as time horizon increases . As many previous pa- pers reported , it seems that explanatory power increases with respect ...
Página 290
... HYPOTHESIS TESTING Once we have asymptotic normality of the maximum likelihood and the quasi - maximum likelihood estimators for a fixed number of experts , we can perform hypothesis test- ing using Wald tests , Lagrange multipliers and ...
... HYPOTHESIS TESTING Once we have asymptotic normality of the maximum likelihood and the quasi - maximum likelihood estimators for a fixed number of experts , we can perform hypothesis test- ing using Wald tests , Lagrange multipliers and ...
Página 393
... hypothesis , i.e. they accept the monotone hypothesis , for each data set and sliding window . The number of rejections at the 90 % significance level is tabulated , and the number at the 95 % significance level appear in parentheses ...
... hypothesis , i.e. they accept the monotone hypothesis , for each data set and sliding window . The number of rejections at the 90 % significance level is tabulated , and the number at the 95 % significance level appear in parentheses ...
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