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 6
... economic factors as a range of possibilities - not a single forecast . Each scenario depicts a plausible , internally consistent path for key economic parameters during the planning period . It provides a single snapshot of the future ...
... economic factors as a range of possibilities - not a single forecast . Each scenario depicts a plausible , internally consistent path for key economic parameters during the planning period . It provides a single snapshot of the future ...
Página 39
... Economic Dynamics and Control . [ 5 ] Chen , S. and C. Tan ( 1996 ) , " Measuring Stock Market Efficiency by Rissanen's MDL , " paper presented at the Pacific Rim Allied Economic Organizations 2nd Biennial Conference coordinated by ...
... Economic Dynamics and Control . [ 5 ] Chen , S. and C. Tan ( 1996 ) , " Measuring Stock Market Efficiency by Rissanen's MDL , " paper presented at the Pacific Rim Allied Economic Organizations 2nd Biennial Conference coordinated by ...
Página 79
... economic factors Asset Management Société Générale , Paris with the Kalman filter and Neural networks Laurence Boone Merrill Lynch Global Asset Management , London Abstract Jerome Connor Advanced Decision Sciences Center London Business ...
... economic factors Asset Management Société Générale , Paris with the Kalman filter and Neural networks Laurence Boone Merrill Lynch Global Asset Management , London Abstract Jerome Connor Advanced Decision Sciences Center London Business ...
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