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 31
... indicator , economic value added , time , real options 1. INTRODUCTION Residual income indicators are a family of accounting performance measures defined to be operating profit subtracted with capital charge . A specific residual income ...
... indicator , economic value added , time , real options 1. INTRODUCTION Residual income indicators are a family of accounting performance measures defined to be operating profit subtracted with capital charge . A specific residual income ...
Página 35
... indicators discusses above to the same business case , and compare the different results . The financial data of a hypothetical business scenario is shown in Fig . ( 2 ) , where the time index ranges from Year -5 to Year 5. Data ...
... indicators discusses above to the same business case , and compare the different results . The financial data of a hypothetical business scenario is shown in Fig . ( 2 ) , where the time index ranges from Year -5 to Year 5. Data ...
Página 358
... indicators that the RL system will then use . The form of EA utilised is the binary string genetic algorithm due to Holland [ 12 ] . Each bit in the bitstring represents whether or not the corresponding indicator is being fed into the ...
... indicators that the RL system will then use . The form of EA utilised is the binary string genetic algorithm due to Holland [ 12 ] . Each bit in the bitstring represents whether or not the corresponding indicator is being fed into the ...
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