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
Resultados 1-3 de 32
Página 49
... Profit Ratios ( CA - STK ) / CL , PBIT / CL , CA / CL STL / PBIT , DBT / CRD , CL / CA cash flow / CL , CA / TL ... profit before interests and taxes ᎠᏴᎢ debt STK stock and work in progress EQT equity N N DEP depreciate 1 2 max W ( A ) ...
... Profit Ratios ( CA - STK ) / CL , PBIT / CL , CA / CL STL / PBIT , DBT / CRD , CL / CA cash flow / CL , CA / TL ... profit before interests and taxes ᎠᏴᎢ debt STK stock and work in progress EQT equity N N DEP depreciate 1 2 max W ( A ) ...
Página 369
... profit per trade . Statistics are given for long positions , short positions , winning positions , and losing positions . P % = Overall percent of trades which are profitable . Optimal Trade Execution of Equities in a Limit Order Market.
... profit per trade . Statistics are given for long positions , short positions , winning positions , and losing positions . P % = Overall percent of trades which are profitable . Optimal Trade Execution of Equities in a Limit Order Market.
Página 425
... profit return for HSCEI stocks using different investment strategies % of positive transaction Stock % of profit return ( m , n ) # of + ve % of + ve Risk code GFETS Regular Buy and Hold transaction transaction transaction 323 118 20 66 ...
... profit return for HSCEI stocks using different investment strategies % of positive transaction Stock % of profit return ( m , n ) # of + ve % of + ve Risk code GFETS Regular Buy and Hold transaction transaction transaction 323 118 20 66 ...
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