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 43
... respect to higher determination coefficients . Since the total return series are constructed as annually overlap- ping time series , the existence of serial correlation is an intrinsic consequence . Hypothesis testing without consid ...
... respect to higher determination coefficients . Since the total return series are constructed as annually overlap- ping time series , the existence of serial correlation is an intrinsic consequence . Hypothesis testing without consid ...
Página 97
... respect to the unconstrained variables u , v . By the chain rule , the partial derivatives of L with respect to u , v can be computed using the formula where ƏL La = ƏL afı მ f2 La = + LB ди Ju Ju ƏL afi 8f2 La = + LB მა მა მა ƏL ...
... respect to the unconstrained variables u , v . By the chain rule , the partial derivatives of L with respect to u , v can be computed using the formula where ƏL La = ƏL afı მ f2 La = + LB ди Ju Ju ƏL afi 8f2 La = + LB მა მა მა ƏL ...
Página 200
... respect to z and obtain : E ( yit | Zit ) = a ; + E ( Xit | Zit ) ' ẞ + 8 ( Zμ ) + E ( U1t | Z1t ) = a ; + m , ( z ) + g ( Zit ) ( 2 ) Subtract 2 from 1.1 : - - Yù * = Yùt − E ( yà | Zit ) = ( xit − mx ( Zit ) ) ' B + Uit = x * B + ...
... respect to z and obtain : E ( yit | Zit ) = a ; + E ( Xit | Zit ) ' ẞ + 8 ( Zμ ) + E ( U1t | Z1t ) = a ; + m , ( z ) + g ( Zit ) ( 2 ) Subtract 2 from 1.1 : - - Yù * = Yùt − E ( yà | Zit ) = ( xit − mx ( Zit ) ) ' B + Uit = x * B + ...
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