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4.2 Data Preprocessing Before carrying out the analysis , the stock prices should be converted to stationary stock returns . The transformation applied can be described in four steps as shown below . Transform the raw prices to returns ...
4.2 Data Preprocessing Before carrying out the analysis , the stock prices should be converted to stationary stock returns . The transformation applied can be described in four steps as shown below . Transform the raw prices to returns ...
Página 142
As for et , partial results showing t - test on correlation coefficients of the first two stocks with respect to the 30 HSI constituents are shown in Table 2. Results of the other 28 stocks are omitted due to space constraint .
As for et , partial results showing t - test on correlation coefficients of the first two stocks with respect to the 30 HSI constituents are shown in Table 2. Results of the other 28 stocks are omitted due to space constraint .
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The graph for one day on October 1 , 1992 is shown in Figure 5 ( a ) , which can be viewed as a straight line . Moreover , the best fitting slope calculated by the least - square fit from T = 10 to T - 100 is -1.06 , which is the Zipf's ...
The graph for one day on October 1 , 1992 is shown in Figure 5 ( a ) , which can be viewed as a straight line . Moreover , the best fitting slope calculated by the least - square fit from T = 10 to T - 100 is -1.06 , which is the Zipf's ...
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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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Otras ediciones - Ver todas
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
agents algorithm analysis applied approach approximation asset assume average bond bound calculated changes compared computed conditional consider correlation corresponding cost currency decision defined denote depends derived deviation distribution dynamics Economics effect equation error estimated example exchange rate expected experiment Figure fitness forecast function future genetic given hedging implied increase indicators input interest investment Journal linear mean measure method moving neural network nonlinear normal Note observations obtained operating optimal option parameters patterns performance period points portfolio positive prediction present probability problem profit Programming random ratio REFERENCES respectively returns risk rules sample selection shows simulation square standard statistical step stochastic stock price strategies Table term tion trading trend University variables vector volatility weights