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 iii
... ( Industry Liaison ) , Hong Kong University of Science and Technology , Hong Kong , China Junxi Zhang ( Industry Liaison ) , The University of Hong Kong , Hong Kong , China Program Committee Marco Avellaneda , New York University , USA iii.
... ( Industry Liaison ) , Hong Kong University of Science and Technology , Hong Kong , China Junxi Zhang ( Industry Liaison ) , The University of Hong Kong , Hong Kong , China Program Committee Marco Avellaneda , New York University , USA iii.
Página 279
... industry classifications in predicting cross- sectional future performance , as well as past performance , and they ... industry : " That the third - largest mutual fund industry in the world systematically provides negative risk ...
... industry classifications in predicting cross- sectional future performance , as well as past performance , and they ... industry : " That the third - largest mutual fund industry in the world systematically provides negative risk ...
Página 280
... industry specifically , and for the implementation of regulatory policy in general because they show how simplifying tax policy can have unforseen consequences and affect the funds management industry ( see [ 2 ] and [ 3 ] ) . However ...
... industry specifically , and for the implementation of regulatory policy in general because they show how simplifying tax policy can have unforseen consequences and affect the funds management industry ( see [ 2 ] and [ 3 ] ) . However ...
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