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 ii
... volume contains 58 of the 64 papers presented at the conference . CIFEr * 2003 represents a rebirth of the conference after a three year hiatus . A previous series of six annual CIFEr meetings was held in New York from 1995 to 2000. The ...
... volume contains 58 of the 64 papers presented at the conference . CIFEr * 2003 represents a rebirth of the conference after a three year hiatus . A previous series of six annual CIFEr meetings was held in New York from 1995 to 2000. The ...
Página 163
... volume . Fig.3 shows trading volume autocorrelation in our artificial stock market . It is obvious that trading volume is autocor- related and moreover this fact is consistent with the styl- ized fact that positive autocorrelation can ...
... volume . Fig.3 shows trading volume autocorrelation in our artificial stock market . It is obvious that trading volume is autocor- related and moreover this fact is consistent with the styl- ized fact that positive autocorrelation can ...
Página 374
... volume for NAB stock averaged over a 3 week period . This plot is derived from the order book by taking the time weighted av- erage of the order volume , normalising it by the daily traded volume ( y - axis ) , and then calculating the ...
... volume for NAB stock averaged over a 3 week period . This plot is derived from the order book by taking the time weighted av- erage of the order volume , normalising it by the daily traded volume ( y - axis ) , and then calculating the ...
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