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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... predicted by using data originating from these statements and advanced prediction models . Many techniques have been used to predict bankruptcy . Early univariate approaches used ratio analysis to predict potential financial distress ...
... predicted by using data originating from these statements and advanced prediction models . Many techniques have been used to predict bankruptcy . Early univariate approaches used ratio analysis to predict potential financial distress ...
Página 25
... prediction , auto - associative neural networks , data imbalance , novelty detection 1. INTRODUCTION A large number of techniques have been developed to predict bankruptcy to help decision makers such as investors and financial analysts ...
... prediction , auto - associative neural networks , data imbalance , novelty detection 1. INTRODUCTION A large number of techniques have been developed to predict bankruptcy to help decision makers such as investors and financial analysts ...
Página 353
... predicted values . For ex- ample , for geh , the order of last adaptive model is 1. So we used the real value y750 and the model to predict ŷ751 . Then we used the previous predicted value ŷ751 to predict ŷ 52. Hence the errors are ...
... predicted values . For ex- ample , for geh , the order of last adaptive model is 1. So we used the real value y750 and the model to predict ŷ751 . Then we used the previous predicted value ŷ751 to predict ŷ 52. Hence the errors are ...
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