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 1
... prediction , Least Squares Support Vector Machine Classifiers , Kernel Fisher Discriminant Analysis 1 INTRODUCTION The subject of bankruptcy prediction has been recognized as an important research area in the field of financial ac ...
... prediction , Least Squares Support Vector Machine Classifiers , Kernel Fisher Discriminant Analysis 1 INTRODUCTION The subject of bankruptcy prediction has been recognized as an important research area in the field of financial ac ...
Página 25
... Prediction for Credit Risk Using an Auto - Associative Neural Network in Korean firms Jinwoo Baek and Sungzoon Cho Department of Industrial Engineering , Seoul National University , San56-1 , Shillim - Dong , Kwanak - Gu , 151-744 ...
... Prediction for Credit Risk Using an Auto - Associative Neural Network in Korean firms Jinwoo Baek and Sungzoon Cho Department of Industrial Engineering , Seoul National University , San56-1 , Shillim - Dong , Kwanak - Gu , 151-744 ...
Página 47
... prediction based on 2048 UK construction compa- nies . The study shows that the SVM model outperforms lin- ear statistical models and other neural network models . Keywords : company failure prediction , neural networks and support ...
... prediction based on 2048 UK construction compa- nies . The study shows that the SVM model outperforms lin- ear statistical models and other neural network models . Keywords : company failure prediction , neural networks and support ...
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 | |
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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