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 151
... rising energy costs characterize the new sci- entific , technical and environmental challenges for the trans- portation industry . In recent years , much attention has been devoted to evaluate the impact of carbon abatement poli- cies ...
... rising energy costs characterize the new sci- entific , technical and environmental challenges for the trans- portation industry . In recent years , much attention has been devoted to evaluate the impact of carbon abatement poli- cies ...
Página 380
... rising or falling prime rates . We classify each year as either expansion or recession based on the annual return of the prime rate . To have the period sufficient long for six - month portfolio formation and another 12 - month holding ...
... rising or falling prime rates . We classify each year as either expansion or recession based on the annual return of the prime rate . To have the period sufficient long for six - month portfolio formation and another 12 - month holding ...
Página 420
... Rising Pattern Detection in KOSPI 200 Future Using an Auto- Associative Neural Network , ICONIP , pp . 160-165 , Shanghai , China , Nov. 14-17 , 2001 . [ 3 ] M. A. H. Dempster & C. M. Jones , Can technical pattern trading be profitably ...
... Rising Pattern Detection in KOSPI 200 Future Using an Auto- Associative Neural Network , ICONIP , pp . 160-165 , Shanghai , China , Nov. 14-17 , 2001 . [ 3 ] M. A. H. Dempster & C. M. Jones , Can technical pattern trading be profitably ...
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