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 62
Página 12
... ratio of a corporate of ' CCC ' rating ) , and 2. in the fifteenth year R≈ 0.315 ( i.e. the average leverage ratio of a corporate of ' BBB ' rating ) . These two conditions will enable us to express Ro and n as functions of y . In ...
... ratio of a corporate of ' CCC ' rating ) , and 2. in the fifteenth year R≈ 0.315 ( i.e. the average leverage ratio of a corporate of ' BBB ' rating ) . These two conditions will enable us to express Ro and n as functions of y . In ...
Página 49
... ratio patterns for training and testing . Among 3323 ratio patterns , 1612 are for testing . Within the rest 1711 ratio patterns , 112 stand for failed companies and 1599 for the survival ones . In the previous work , it has been shown ...
... ratio patterns for training and testing . Among 3323 ratio patterns , 1612 are for testing . Within the rest 1711 ratio patterns , 112 stand for failed companies and 1599 for the survival ones . In the previous work , it has been shown ...
Página 364
... Ratio to evaluate the performance of the system for training . The Sharpe Ratio is given by : Average ( Rt ) S = Standard Deviation ( R ) ( 4 ) The standard deviation in the denominator penalizes vari- ability in the returns ...
... Ratio to evaluate the performance of the system for training . The Sharpe Ratio is given by : Average ( Rt ) S = Standard Deviation ( R ) ( 4 ) The standard deviation in the denominator penalizes vari- ability in the returns ...
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 | |
Otras 6 secciones no mostradas
Otras ediciones - Ver todas
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