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 96
... currency substitution model , the hybrid monetary / fiscal policy model etc. On the other hand , in the technical analysis , the prediction is done by analyzing a set of past data by various methods such as time series analysis ...
... currency substitution model , the hybrid monetary / fiscal policy model etc. On the other hand , in the technical analysis , the prediction is done by analyzing a set of past data by various methods such as time series analysis ...
Página 265
... currency constitutes the basket , ( b ) the exchange rate between each constituent currencies , and ( c ) the exchange rate between Eurodollar and the ECU . In this research , we embark on a new methodology that explores an efficient ...
... currency constitutes the basket , ( b ) the exchange rate between each constituent currencies , and ( c ) the exchange rate between Eurodollar and the ECU . In this research , we embark on a new methodology that explores an efficient ...
Página 270
... currency . This modeling methodology can be extended for any other set of composite currencies that we wish to examine . Finally , it is prudent to say that the analysis of unpredictability and uncertainty as well as fluctuation in ...
... currency . This modeling methodology can be extended for any other set of composite currencies that we wish to examine . Finally , it is prudent to say that the analysis of unpredictability and uncertainty as well as fluctuation in ...
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