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 13
Página 183
... Dependent Markov ) model with price data of Japanese Government bonds for the period 1993.1- 1995.12 , and observe that the overall performance is good but susceptible to the effect of the volatile movement of interest rates . 1 Summary ...
... Dependent Markov ) model with price data of Japanese Government bonds for the period 1993.1- 1995.12 , and observe that the overall performance is good but susceptible to the effect of the volatile movement of interest rates . 1 Summary ...
Página 236
... dependent . When the properties of a time series are changing over time , one has to include the mechanisms that cause these changes in their estimators , otherwise these estimators will have little power in characterizing the future ...
... dependent . When the properties of a time series are changing over time , one has to include the mechanisms that cause these changes in their estimators , otherwise these estimators will have little power in characterizing the future ...
Página 253
... dependent variable . Lagged values of either independent or dependent ( values from previous intervals in a time series ) can be included , resulting in autoregression models . The coefficients of the models can be determined using ...
... dependent variable . Lagged values of either independent or dependent ( values from previous intervals in a time series ) can be included , resulting in autoregression models . The coefficients of the models can be determined using ...
Contenido
Solving Robust Optimization Models in Finance | 1 |
FINANCIAL COMPUTING ENVIRONMENTS | 14 |
MARKET BEHAVIOR MODELS | 27 |
Derechos de autor | |
Otras 11 secciones no mostradas
Otras ediciones - Ver todas
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