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
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Página 129
... Natural to Artificial Systems . Oxford University Press , New York , 1999 . [ 9 ] M. Brennan and E. Schwartz . The valuation of Amer- ican put options . Journal of Finance , 32 : 449-462 , 1977 . [ 10 ] M. Brenner and M. G. Subrahmanyam ...
... Natural to Artificial Systems . Oxford University Press , New York , 1999 . [ 9 ] M. Brennan and E. Schwartz . The valuation of Amer- ican put options . Journal of Finance , 32 : 449-462 , 1977 . [ 10 ] M. Brenner and M. G. Subrahmanyam ...
Página 216
... natural question to ask is , do Asian exchange rates follow the same pattern , i.e. , do Asian countries have thicker tails in exchange rate changes than developed country exchange rates similar to the thicker tails in developing ...
... natural question to ask is , do Asian exchange rates follow the same pattern , i.e. , do Asian countries have thicker tails in exchange rate changes than developed country exchange rates similar to the thicker tails in developing ...
Página 286
... natural parameter : c ( yt ; 4 ) = c1 ( 4 ) T ( Yt ) + C2 ( 4 ) + C3 ( Yt ) , ( 2 ) where c1 ( ) and c2 ( · ) are analytic from R + to R , and T ( · ) and c3 ( ) are measurable - EA . Additionally , we assume that T ( ) and c3 ( ) from ...
... natural parameter : c ( yt ; 4 ) = c1 ( 4 ) T ( Yt ) + C2 ( 4 ) + C3 ( Yt ) , ( 2 ) where c1 ( ) and c2 ( · ) are analytic from R + to R , and T ( · ) and c3 ( ) are measurable - EA . Additionally , we assume that T ( ) and c3 ( ) from ...
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