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 97
... indicated . On the other hand , if the falling rates establish a succession of lower troughs and the intermediate ... indicates a temporary correction from the original trend . By analyzing the directions of the successive peaks in ...
... indicated . On the other hand , if the falling rates establish a succession of lower troughs and the intermediate ... indicates a temporary correction from the original trend . By analyzing the directions of the successive peaks in ...
Página 224
... indicates theoretical value exceeds ask price on average ; negative value indicates theoretical value is below bid price ) . FREQ is the frequency of days , expressed as a ratio of the total number of days , on which a particular model ...
... indicates theoretical value exceeds ask price on average ; negative value indicates theoretical value is below bid price ) . FREQ is the frequency of days , expressed as a ratio of the total number of days , on which a particular model ...
Página 290
... indicates , some surviving firms exhibit the same financial strength as failed cases . As the number of explanatory variables is increased , the " Solvency Map " becomes much clearer and the number of overlapping cases are decreased ...
... indicates , some surviving firms exhibit the same financial strength as failed cases . As the number of explanatory variables is increased , the " Solvency Map " becomes much clearer and the number of overlapping cases are decreased ...
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