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 |
Dentro del libro
Resultados 1-3 de 14
Página 206
... close to the open in June 1987 , the CBOE introduced a second set of S & P 500 options with the ticker symbol NSX ... close - expiry " options . Over time , however , the trading volume grew and eventually exceeded that of the close ...
... close to the open in June 1987 , the CBOE introduced a second set of S & P 500 options with the ticker symbol NSX ... close - expiry " options . Over time , however , the trading volume grew and eventually exceeded that of the close ...
Página 261
... close- to - close returns . Return = f ( Return11 , Return + - 2 , ... , Return - m0 ) + et ( 1 ) Eq ( 1 ) is based on a unknown nonlinear function ƒ ( • , e ) with unknown parameter sets 0. We need to appropriately choose both ƒ and 8 ...
... close- to - close returns . Return = f ( Return11 , Return + - 2 , ... , Return - m0 ) + et ( 1 ) Eq ( 1 ) is based on a unknown nonlinear function ƒ ( • , e ) with unknown parameter sets 0. We need to appropriately choose both ƒ and 8 ...
Página 263
... Close - To - Close Residual Returns The left 10 stocks are most actively traded and the right 10 are least actively traded * means significant at the 0.05 level ( F test ) * means that the open - to - open is more volatile than close ...
... Close - To - Close Residual Returns The left 10 stocks are most actively traded and the right 10 are least actively traded * means significant at the 0.05 level ( F test ) * means that the open - to - open is more volatile than close ...
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