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 34
... influence of the management to improve operating margins , or to push production , and when the market is not extremely positive or reactive . One possible analytical function , which captures these financial concepts , is a parabolic ...
... influence of the management to improve operating margins , or to push production , and when the market is not extremely positive or reactive . One possible analytical function , which captures these financial concepts , is a parabolic ...
Página 119
... functions . ' K - 1 There are many basis functions can be used as Longstaff and ... function is : ( 17 ) E [ Y , IS , ] = Bo , + B , S , + B2 , S , 2 + B ,, S ... influence the value of an ECB . As the setting of basis functions , we use ...
... functions . ' K - 1 There are many basis functions can be used as Longstaff and ... function is : ( 17 ) E [ Y , IS , ] = Bo , + B , S , + B2 , S , 2 + B ,, S ... influence the value of an ECB . As the setting of basis functions , we use ...
Página 151
... function ( e.g. , carbon emissions , public and private costs , fuel ... influence the sources of emissions . Thus , the analysis of the questions is ... function satisfy the so called LQ hypotheses ( linear system and quadratic cost ) ...
... function ( e.g. , carbon emissions , public and private costs , fuel ... influence the sources of emissions . Thus , the analysis of the questions is ... function satisfy the so called LQ hypotheses ( linear system and quadratic cost ) ...
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 |
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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