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 4
... selection , like Bayesian inference [ 4 , 20 , 32 , 33 ] , VC- bounds [ 10 , 34 ] and cross - validation . The latter has proven to be a successful selection strategy in [ 31 , 33 ] and will be used in this paper , as the number of ...
... selection , like Bayesian inference [ 4 , 20 , 32 , 33 ] , VC- bounds [ 10 , 34 ] and cross - validation . The latter has proven to be a successful selection strategy in [ 31 , 33 ] and will be used in this paper , as the number of ...
Página 218
... selection period ( except for slight deviations from this rule for the mostly fixed Chinese Yuan ) . This is because extremes selected over longer periods can be expected to be larger . Almost all location parameters are highly ...
... selection period ( except for slight deviations from this rule for the mostly fixed Chinese Yuan ) . This is because extremes selected over longer periods can be expected to be larger . Almost all location parameters are highly ...
Página 293
... selection cri- terion for a continuous autoregressive ( CAR ) time se- ries . Based on the quadratic variation consideration of a CAR ( p ) process , a new order selection criterion , the quadratic variation criterion ( QVC ) is ...
... selection cri- terion for a continuous autoregressive ( CAR ) time se- ries . Based on the quadratic variation consideration of a CAR ( p ) process , a new order selection criterion , the quadratic variation criterion ( QVC ) is ...
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