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 404
... moving averages of different lengths to identify the trend of prices in ... average of prices that moves with the addition of new data , the price ... moving average is that it is the average price of a security at a specific point in ...
... moving averages of different lengths to identify the trend of prices in ... average of prices that moves with the addition of new data , the price ... moving average is that it is the average price of a security at a specific point in ...
Página 405
... moving averages A basic approach to use moving averages in investment management is to identify which term of price ... average , it is an indication of bullish behavior to the trend length being viewed . So one may invest in the security .
... moving averages A basic approach to use moving averages in investment management is to identify which term of price ... average , it is an indication of bullish behavior to the trend length being viewed . So one may invest in the security .
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 |
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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