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 50
... Theory . Chaos Theory 2 has provided us with a tool that shows that what appears random or unpredictable under the traditional analysis may contain deterministic non - linearities called chaos . If chaos is present , stock prices may be ...
... Theory . Chaos Theory 2 has provided us with a tool that shows that what appears random or unpredictable under the traditional analysis may contain deterministic non - linearities called chaos . If chaos is present , stock prices may be ...
Página 65
... Theory of Evidence , Princeton University Press : Princeton , N.J. , 1976 . [ 4 ] . Yager , R. R. , " Decision making under Dempster - Shafer uncertainties , " International Journal of General Systems 20 , 233-245 , 1992 . [ 5 ] . Yager ...
... Theory of Evidence , Princeton University Press : Princeton , N.J. , 1976 . [ 4 ] . Yager , R. R. , " Decision making under Dempster - Shafer uncertainties , " International Journal of General Systems 20 , 233-245 , 1992 . [ 5 ] . Yager ...
Página 120
... THEORY OSCAR CASTILLO Department of Economics ocastillo@besttj.tij.cetys.mx UABC University PATRICIA MELIN School of Engineering CETYS University emelin@besttj.tij.cetys.mx P.O. Box 4207 Chula Vista CA 91909 , USA ABSTRACT : We describe ...
... THEORY OSCAR CASTILLO Department of Economics ocastillo@besttj.tij.cetys.mx UABC University PATRICIA MELIN School of Engineering CETYS University emelin@besttj.tij.cetys.mx P.O. Box 4207 Chula Vista CA 91909 , USA ABSTRACT : We describe ...
Contenido
Solving Robust Optimization Models in Finance | 1 |
FINANCIAL COMPUTING ENVIRONMENTS | 14 |
MARKET BEHAVIOR MODELS | 27 |
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
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