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 112
... shows a trend of slight decrease with increasing time ( see dashed curve ) . However , the bond value stays almost ... shows the bond value against time corresponding to the stock price S At this low stock price level ( 20 % below the ...
... shows a trend of slight decrease with increasing time ( see dashed curve ) . However , the bond value stays almost ... shows the bond value against time corresponding to the stock price S At this low stock price level ( 20 % below the ...
Página 188
... shows a clustering grid according to the degree of granularity and displays the number of rules that contain the pairwise fuzzy sets in one cluster . Figure 1 shows the link between denergy ( t − 1 ) and the inflation rate within the ...
... shows a clustering grid according to the degree of granularity and displays the number of rules that contain the pairwise fuzzy sets in one cluster . Figure 1 shows the link between denergy ( t − 1 ) and the inflation rate within the ...
Página 352
... shows the result of classification accuracy . It is clear to show that our method is in general more accurate than the Fourier transform . Moreover , for the Fourier transform , the mag- nitude of first seven Fourier coefficients were ...
... shows the result of classification accuracy . It is clear to show that our method is in general more accurate than the Fourier transform . Moreover , for the Fourier transform , the mag- nitude of first seven Fourier coefficients were ...
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