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 365
... profits was found to be insignificant . 3 EXPERIMENTS WITH CURRENCY TRADING 3.1 Data and Methods The RRL traders were tested on the High Frequency Data in Finance ( HFDF ) 1996 Currency Market price series 1 . The series give prices for ...
... profits was found to be insignificant . 3 EXPERIMENTS WITH CURRENCY TRADING 3.1 Data and Methods The RRL traders were tested on the High Frequency Data in Finance ( HFDF ) 1996 Currency Market price series 1 . The series give prices for ...
Página 379
... profits appear to be associated with economic cycles as proxied by the prime rate . The momentum strategies are substantially stronger during expansions than during recessions . This is mainly due to the relatively poor performance of ...
... profits appear to be associated with economic cycles as proxied by the prime rate . The momentum strategies are substantially stronger during expansions than during recessions . This is mainly due to the relatively poor performance of ...
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