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 12
... occurring at short term is mainly triggered by a corporate's short - term liabili- ties . The default ( or distressed restructuring of debts ) occurring in the corporate is due to its liquidity prob- lem . The observation of the ...
... occurring at short term is mainly triggered by a corporate's short - term liabili- ties . The default ( or distressed restructuring of debts ) occurring in the corporate is due to its liquidity prob- lem . The observation of the ...
Página 168
... occurring at exactly the same time is di- minished . For example , if two quotes made at five minutes past nine are ... occurs at a unique time . We may choose to represent these by real high - precision times , or we may abstract away ...
... occurring at exactly the same time is di- minished . For example , if two quotes made at five minutes past nine are ... occurs at a unique time . We may choose to represent these by real high - precision times , or we may abstract away ...
Página 210
... occurs in the same way as with binary GAs . As for cross - over , a number of alternative mechanisms have been proposed in the literature . Here , new choice variables are drawn from an interval covering the pertinent values of the ...
... occurs in the same way as with binary GAs . As for cross - over , a number of alternative mechanisms have been proposed in the literature . Here , new choice variables are drawn from an interval covering the pertinent values of the ...
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