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 139
... bottom point has zero investment , the top has 80 % investment , and points are in 5 % increments . Levin ( 1996 ) used a neural network on monthly data to form equitized long / short portfolios , generating an excess return of 175.4 ...
... bottom point has zero investment , the top has 80 % investment , and points are in 5 % increments . Levin ( 1996 ) used a neural network on monthly data to form equitized long / short portfolios , generating an excess return of 175.4 ...
Página 160
... ( bottom ) shows the pro- cessing of classes during juxtapositional stage . More 6 instances of good classes are produced by selection and they are exchanged among diffrent strings to create higher order relations that finally lead to the ...
... ( bottom ) shows the pro- cessing of classes during juxtapositional stage . More 6 instances of good classes are produced by selection and they are exchanged among diffrent strings to create higher order relations that finally lead to the ...
Página 290
... bottom . As the related literature indicates , some surviving firms exhibit the same financial strength as failed cases . As the number of explanatory variables is increased , the " Solvency Map " becomes much clearer and the number of ...
... bottom . As the related literature indicates , some surviving firms exhibit the same financial strength as failed cases . As the number of explanatory variables is increased , the " Solvency Map " becomes much clearer and the number of ...
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