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 9
... banks must value their portfolios each day . The next step is to estimate security values over time as a function of the economic scenarios . In this manner , banks will be able to pinpoint their exposure to certain events , such as a ...
... banks must value their portfolios each day . The next step is to estimate security values over time as a function of the economic scenarios . In this manner , banks will be able to pinpoint their exposure to certain events , such as a ...
Página 84
... banks and other service companies have to improve their customer orientation . To be concrete , for a bank two main goals must be reached : 1. The range of credit products in the field of private and individual customers has to be ...
... banks and other service companies have to improve their customer orientation . To be concrete , for a bank two main goals must be reached : 1. The range of credit products in the field of private and individual customers has to be ...
Página 165
... Banking Supervision recommends the banks to use a internal model to measure market risk for capital adequacy purposes , it has become crucial to develop models that estimate correctly the risks undertaken by the bank . The widely used ...
... Banking Supervision recommends the banks to use a internal model to measure market risk for capital adequacy purposes , it has become crucial to develop models that estimate correctly the risks undertaken by the bank . The widely used ...
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