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Página 52
B. Generation of Mean Filtered Prices To generate the mean - filtered prices we go through following two extensive steps : Step 1 : Documentation of calendar and linear dependence Documentation of calendar effects will be done by ...
B. Generation of Mean Filtered Prices To generate the mean - filtered prices we go through following two extensive steps : Step 1 : Documentation of calendar and linear dependence Documentation of calendar effects will be done by ...
Página 81
It can also be related to a bad specification of the linear model , in particular when the underlying influences contains interactions effects between variables . In these cases a Neural Network approach can be a useful tool .
It can also be related to a bad specification of the linear model , in particular when the underlying influences contains interactions effects between variables . In these cases a Neural Network approach can be a useful tool .
Página 194
Without taking account of level shifts , and removing their effect from risk calculations , the volatility which is derived - and hence the resultant risk numbers - will be measuring largely the effects of these level changes and not ...
Without taking account of level shifts , and removing their effect from risk calculations , the volatility which is derived - and hence the resultant risk numbers - will be measuring largely the effects of these level changes and not ...
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Contenido
Solving Robust Optimization Models in Finance | 1 |
FINANCIAL COMPUTING ENVIRONMENTS | 14 |
MARKET BEHAVIOR MODELS | 27 |
Derechos de autor | |
Otras 14 secciones no mostradas
Otras ediciones - Ver todas
Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational ... IEEE Neural Networks Council Vista de fragmentos - 1998 |
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 algorithm analysis applications approach asset attributes average calculated changes cluster companies compared computed consider correlation currency decision defined dependent derivative described determine developed deviation distribution dynamics economic effects efficient Engineering equation error estimate example exchange rate exist expected factors Figure firms forecasting function future fuzzy given implied included indices individual input interest investment Journal knowledge learning linear mean measure method neural network node nonlinear objective observed obtained operator optimization option output parameters patterns performance period portfolio positive possible prediction present problem procedure random ratio regression relations reported represents returns risk rules sample selection shown shows simulation standard statistical stock market strategy structure Table techniques trading University valuation variables vector volatility weights
Información bibliográfica
| Título | Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza Manhattan |
| Colaboradores | IEEE Computer Society, IEEE Neural Networks Council, International Association of Financial Engineers |
| Editor | IEEE Service Center, 1995 |
| Procedencia del original | Universidad de Michigan |
| Digitalizado | 10 Ene. 2008 |
| ISBN | 0780321464, 9780780321465 |
| Largo | 192 páginas |
| Exportar cita | BiBTeX EndNote RefMan |