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 81
... calculated by the partial derivative ( % ) , at each point in time . The result is shown in figure 2 . 2- Sensitivity 1.5- 0.5 -05- Time Actual sensitivity - Sensitivity calculated by Kalman F. -Sensitivity calculated by ANN Figure 2 ...
... calculated by the partial derivative ( % ) , at each point in time . The result is shown in figure 2 . 2- Sensitivity 1.5- 0.5 -05- Time Actual sensitivity - Sensitivity calculated by Kalman F. -Sensitivity calculated by ANN Figure 2 ...
Página 249
... calculate the density and the radii . If the first radius r1 contains j number of points ( j >> 1 ) , then the density is recalculated as follows : MODIFIED DENSITY : p ' = jp ( 9 ) The subsequent radii starting with rj + 1 are calculated ...
... calculate the density and the radii . If the first radius r1 contains j number of points ( j >> 1 ) , then the density is recalculated as follows : MODIFIED DENSITY : p ' = jp ( 9 ) The subsequent radii starting with rj + 1 are calculated ...
Página 273
... calculation method for tax credit Calculated data From the information provided , the model calculates the following data : ⚫ the maximum allowed debt , by the funding requirement and the thin capitalisation rules , i.e. equity and the ...
... calculation method for tax credit Calculated data From the information provided , the model calculates the following data : ⚫ the maximum allowed debt , by the funding requirement and the thin capitalisation rules , i.e. equity and the ...
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