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 186
... variables as well as some additional models . The former contain the eccs as inputs and therefore represent a cooperation of econo- metric and computational approaches . The latter use the ( lagged ) first differences - indicated by the ...
... variables as well as some additional models . The former contain the eccs as inputs and therefore represent a cooperation of econo- metric and computational approaches . The latter use the ( lagged ) first differences - indicated by the ...
Página 203
... variables involved ( z1 , z2 , z3 ) that approximately keeps the location of the interest rate differentials . NPNL is the conditional mean of y ** ( Dlog ( e ) -X'b ) , substantially an error term with location close to that of Dlog ...
... variables involved ( z1 , z2 , z3 ) that approximately keeps the location of the interest rate differentials . NPNL is the conditional mean of y ** ( Dlog ( e ) -X'b ) , substantially an error term with location close to that of Dlog ...
Página 210
... variables are drawn from an interval covering the pertinent values of the parents ' chromosome . Mutation with real variables is done by using Normal random variables with mean zero and small variance to slightly change the prevailing ...
... variables are drawn from an interval covering the pertinent values of the parents ' chromosome . Mutation with real variables is done by using Normal random variables with mean zero and small variance to slightly change the prevailing ...
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