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 44
Página 40
... independent and identically distributed ( i.i.d. ) observa- tions . However , when the observations are not necessarily independent the classical bootstrap no longer succeeds , as shown by [ 15 ] . Extensions can be roughly classified ...
... independent and identically distributed ( i.i.d. ) observa- tions . However , when the observations are not necessarily independent the classical bootstrap no longer succeeds , as shown by [ 15 ] . Extensions can be roughly classified ...
Página 140
... independent hidden factors that affect the stock market . The rest of the paper is organized in the following way . Sections 2 briefly reviews the APT and the Gaussian TFA model respectively . Section 3 introduces , with considerable ...
... independent hidden factors that affect the stock market . The rest of the paper is organized in the following way . Sections 2 briefly reviews the APT and the Gaussian TFA model respectively . Section 3 introduces , with considerable ...
Página 143
... independent state - space model macroeconomics modulated independent state - space model . Table 4 : Root mean square error ( RMSE ) for the two ap- proaches Model Type the TFA model the macroeconomics modulated independent state ...
... independent state - space model macroeconomics modulated independent state - space model . Table 4 : Root mean square error ( RMSE ) for the two ap- proaches Model Type the TFA model the macroeconomics modulated independent state ...
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