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 26
Página 404
... moving averages of different lengths to identify the trend of prices in different periods . The identified trend will then serves as a guide , or investment strategy for the portfolio manager . By intro- ducing the rate of overall ...
... moving averages of different lengths to identify the trend of prices in different periods . The identified trend will then serves as a guide , or investment strategy for the portfolio manager . By intro- ducing the rate of overall ...
Página 405
... moving averages A basic approach to use moving averages in investment management is to identify which term of price trend the in- vestor wishes to monitor . Typically , there are four kinds . of basic trends . When the price is above ...
... moving averages A basic approach to use moving averages in investment management is to identify which term of price trend the in- vestor wishes to monitor . Typically , there are four kinds . of basic trends . When the price is above ...
Página 409
... moving averages . In order to investigate the exact advantages and shortcomings of a certain kind of moving average , a large amount of real security data should be tested and results should be carefully analyzed . These are beyond our ...
... moving averages . In order to investigate the exact advantages and shortcomings of a certain kind of moving average , a large amount of real security data should be tested and results should be carefully analyzed . These are beyond our ...
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