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 |
Dentro del libro
Resultados 1-3 de 20
Página 80
... actual sensitivity . In this example the dependant variable is generated by equation ( 3 ) : Y1 = A + a1 x X1 + e 、 t with t A being a constant a , = 0 in some periods and 0.5 in others . a , is the actual sensitivity of Y to X X ...
... actual sensitivity . In this example the dependant variable is generated by equation ( 3 ) : Y1 = A + a1 x X1 + e 、 t with t A being a constant a , = 0 in some periods and 0.5 in others . a , is the actual sensitivity of Y to X X ...
Página 234
... actual release of this new information . For example , the market expectation of the level of a dividend arising from the anticipation of a future dividend announcement and the corresponding adjustment when the actual amount of the ...
... actual release of this new information . For example , the market expectation of the level of a dividend arising from the anticipation of a future dividend announcement and the corresponding adjustment when the actual amount of the ...
Página 268
... actual observed y ( obtained from non - fuzzy output data ) . Here the grade of memberships of actual y to the computed y , Xyi " ( Y1 ) , will be larger . This is because the actual y is of the following form according to [ 9 ] : * a1x ...
... actual observed y ( obtained from non - fuzzy output data ) . Here the grade of memberships of actual y to the computed y , Xyi " ( Y1 ) , will be larger . This is because the actual y is of the following form according to [ 9 ] : * a1x ...
Contenido
Solving Robust Optimization Models in Finance | 1 |
FINANCIAL COMPUTING ENVIRONMENTS | 14 |
MARKET BEHAVIOR MODELS | 27 |
Derechos de autor | |
Otras 11 secciones no mostradas
Otras ediciones - Ver todas
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