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It therefore suggests that while nonlinear regularities could exist , they might exist in a very short span . As a consequence , the search costs of discovering them might be too high to make the exploitation of these regularities ...
It therefore suggests that while nonlinear regularities could exist , they might exist in a very short span . As a consequence , the search costs of discovering them might be too high to make the exploitation of these regularities ...
Página 50
They still claim that the stock market is driven by unanticipated news which is purely random and hence , no systematic structure exists . Nevertheless , they can not say what the new information is , that created such a brute ...
They still claim that the stock market is driven by unanticipated news which is purely random and hence , no systematic structure exists . Nevertheless , they can not say what the new information is , that created such a brute ...
Página 83
Different form sheets exist for each credit type . Many of these forms contain identical information . • Costs that arise within a bank for allocating credits are very high . A reason for these costs is the high lead times which cause ...
Different form sheets exist for each credit type . Many of these forms contain identical information . • Costs that arise within a bank for allocating credits are very high . A reason for these costs is the high lead times which cause ...
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Contenido
Solving Robust Optimization Models in Finance | 1 |
FINANCIAL COMPUTING ENVIRONMENTS | 14 |
MARKET BEHAVIOR MODELS | 27 |
Derechos de autor | |
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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 algorithm analysis applications approach asset attributes average calculated changes cluster companies compared computed consider correlation currency decision defined dependent derivative described determine developed deviation dimension 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 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 |