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 62
... assume that the possible states of nature are S = ( S1 , S2 , ... , Sn ) , a belief structure m on S consists in a collection of non - empty subsets ( Bi ) ; 1 ... r of S and an associated set of weights m ( B¡ ) such that m ( B ; ) > 0 ...
... assume that the possible states of nature are S = ( S1 , S2 , ... , Sn ) , a belief structure m on S consists in a collection of non - empty subsets ( Bi ) ; 1 ... r of S and an associated set of weights m ( B¡ ) such that m ( B ; ) > 0 ...
Página 63
... assume that there is some uncertainty regarding the state of nature , and that this uncertainty is modeled by a Dempster - Shafer belief structure . Assume the information on the state of nature is given by a belief structure m whose ...
... assume that there is some uncertainty regarding the state of nature , and that this uncertainty is modeled by a Dempster - Shafer belief structure . Assume the information on the state of nature is given by a belief structure m whose ...
Página 135
... Assume the current price of IBM stock is $ 100 / share , Apple is at $ 50 , and a six - month S & P 500 index futures contract price is $ 625 . We have $ 10 million and expect IBM's price to rise and Apple's to fall . We invest $ 7M in ...
... Assume the current price of IBM stock is $ 100 / share , Apple is at $ 50 , and a six - month S & P 500 index futures contract price is $ 625 . We have $ 10 million and expect IBM's price to rise and Apple's to fall . We invest $ 7M in ...
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