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
... turn , influence the sources of emissions . Thus , the analysis of the questions is quite difficult and mod- els ... turns out to be an essential tool in decision making , particularly if the dynamic model is complex and affected by ...
... turn , influence the sources of emissions . Thus , the analysis of the questions is quite difficult and mod- els ... turns out to be an essential tool in decision making , particularly if the dynamic model is complex and affected by ...
Página 203
... turning points , but rather in amplitude of the variation they record . The differences are more striking in Poland and ... turn , variations in interest spreads trigger a further response in current exchange rates if coupled with lagged ...
... turning points , but rather in amplitude of the variation they record . The differences are more striking in Poland and ... turn , variations in interest spreads trigger a further response in current exchange rates if coupled with lagged ...
Página 297
... turn out to 100 % accurate ) . For fixed 0 < hi + 1 < hi , the correct value of p * is chosen so that p * = { k : min { | QVC ( k , hi ) – QVC ( k , hi + 1 ) | } } . ( 2 ) - In summary , the QVC performs as reliably as the CAIC among ...
... turn out to 100 % accurate ) . For fixed 0 < hi + 1 < hi , the correct value of p * is chosen so that p * = { k : min { | QVC ( k , hi ) – QVC ( k , hi + 1 ) | } } . ( 2 ) - In summary , the QVC performs as reliably as the CAIC among ...
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