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
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Página 231
... relationship that links the forward market with the international money market , is extended to include the currency futures market . The dual interest parity relationship formulated is then used to design an artificial neural network ...
... relationship that links the forward market with the international money market , is extended to include the currency futures market . The dual interest parity relationship formulated is then used to design an artificial neural network ...
Página 395
... relationship between news articles and stock prices do exist . However , all of the existing approaches are concerning in mining single time series only . The inter- relationships among different stocks are not well - addressed . Mining ...
... relationship between news articles and stock prices do exist . However , all of the existing approaches are concerning in mining single time series only . The inter- relationships among different stocks are not well - addressed . Mining ...
Página 397
... relationship , as some of the time series may have completely different patterns , but they have a high relationship . ... align to A align to B Stream of news articles Figure 3 : An example to illustrate the basic idea of align- ment ...
... relationship , as some of the time series may have completely different patterns , but they have a high relationship . ... align to A align to B Stream of news articles Figure 3 : An example to illustrate the basic idea of align- ment ...
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