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 145
... relations . Further- more , one network can generate a set of forecasts at mul- tiple horizons . In this paper , we use a neural network for forecasting inflation at one , three , six , and twelve month horizons . Marcellino [ 11 ] ...
... relations . Further- more , one network can generate a set of forecasts at mul- tiple horizons . In this paper , we use a neural network for forecasting inflation at one , three , six , and twelve month horizons . Marcellino [ 11 ] ...
Página 147
... relations between unemploy- ment and inflation in the Euro Area . However , they may have less of a comparative advantage for detecting similar relations for the US . IV . EMPIRICAL RESULTS We first compare the linear and neural network ...
... relations between unemploy- ment and inflation in the Euro Area . However , they may have less of a comparative advantage for detecting similar relations for the US . IV . EMPIRICAL RESULTS We first compare the linear and neural network ...
Página 195
... relation : E ( Pt + 1 | It ) = APt + 1 | It + Pt , ( 17 ) where APt + 1 | It is the predicted price change at time t + 1 ... relations we obtain : Pt = c [ vkt ( Pt − Pt ) + ( 1 − kt ) h ( Pt − Pt - 1 ) ] + Pt , ( 22 ) - - by assuming ...
... relation : E ( Pt + 1 | It ) = APt + 1 | It + Pt , ( 17 ) where APt + 1 | It is the predicted price change at time t + 1 ... relations we obtain : Pt = c [ vkt ( Pt − Pt ) + ( 1 − kt ) h ( Pt − Pt - 1 ) ] + Pt , ( 22 ) - - by assuming ...
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