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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... breaking 35 % increase in the Dow Jones Industrial Index in 1995 created certain preconditions for the growth of the emerging markets of which many were depressed after the Mexican crisis from January 1995 [ 1 ] . The South East Asian ...
... breaking 35 % increase in the Dow Jones Industrial Index in 1995 created certain preconditions for the growth of the emerging markets of which many were depressed after the Mexican crisis from January 1995 [ 1 ] . The South East Asian ...
Página 304
... downward trend over five index waves , the JSE index could reach on an upward trend a value of exp ( 6.4 ) = 602 , even exp ( 6.5 ) = 665 , after breaking through the LSQ trendline in December 1995 . The same fast MACD signal line is 304.
... downward trend over five index waves , the JSE index could reach on an upward trend a value of exp ( 6.4 ) = 602 , even exp ( 6.5 ) = 665 , after breaking through the LSQ trendline in December 1995 . The same fast MACD signal line is 304.
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