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 39
... International Conference of the Society for Computational Economics : Computing in Economics and Finance , May 21-24 , 1995 , Austin , Texas . Forthcoming in the Journal of Economic Dynamics and Control . [ 5 ] Chen , S. and C. Tan ...
... International Conference of the Society for Computational Economics : Computing in Economics and Finance , May 21-24 , 1995 , Austin , Texas . Forthcoming in the Journal of Economic Dynamics and Control . [ 5 ] Chen , S. and C. Tan ...
Página 49
... international investors , there has been continued growth of internationally oriented financial products such as internationally diversified , global , and single country mutual funds . Given this rapid growth , the relevant question ...
... international investors , there has been continued growth of internationally oriented financial products such as internationally diversified , global , and single country mutual funds . Given this rapid growth , the relevant question ...
Página 55
... International Arbitrage Pricing Theory , " Management International Review , 27 , pp . 13-22 . Cross , F. ( Nov. - Dec , 1973 ) , " The Behavior of Stock Prices on Fridays and Mondays , " Financial Analyst Journal , 29 , pp . 67-69 ...
... International Arbitrage Pricing Theory , " Management International Review , 27 , pp . 13-22 . Cross , F. ( Nov. - Dec , 1973 ) , " The Behavior of Stock Prices on Fridays and Mondays , " Financial Analyst Journal , 29 , pp . 67-69 ...
Contenido
Solving Robust Optimization Models in Finance | 1 |
FINANCIAL COMPUTING ENVIRONMENTS | 14 |
MARKET BEHAVIOR MODELS | 27 |
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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
Adaptive RPCL-CLP analysis applications approach Artificial Neural Networks attributes average Black/Scholes bootstrap calculated call market classification cluster companies computed correlation dimension currency data set days to expiration decision defined described determine deterministic distribution dynamical systems economic efficient equation estimate evaluation example exchange rate factors Figure financial ratios financial time series forecasting future futures contracts fuzzy set GEMGA Genetic Algorithms IEEE implementation implied volatilities Index Prices indices input interest rate Journal Kalman filter layer linear linear regression local volatility MACD mathematical models Mean-Filtered measure method Moneyness neural network node nonlinear open-to-open optimization option prices option valuation output paper patterns performance prediction private ECU problem random Recon regression model residual returns RMSVE rules sample selection simulation standard deviation statistical stochastic Stock Exchange stock market stock market index structure techniques University variables vector volatility function