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 53
... moving average parameters of order ( p , q ) The other variables are as defined earlier . V. EMPIRICAL IMPLEMENTATION We implemented all four methods stated above for our analysis . To generate the mean - filtered residuals we followed ...
... moving average parameters of order ( p , q ) The other variables are as defined earlier . V. EMPIRICAL IMPLEMENTATION We implemented all four methods stated above for our analysis . To generate the mean - filtered residuals we followed ...
Página 303
... moving averages The MACD indicator , which uses three exponential moving averages The stochastic indicator with its 3 / 5ths moving average as a signal line The trendline indicator including the LSQ line and the upper ... moving average 303.
... moving averages The MACD indicator , which uses three exponential moving averages The stochastic indicator with its 3 / 5ths moving average as a signal line The trendline indicator including the LSQ line and the upper ... moving average 303.
Página 304
... moving average of the index and its upper and lower band The momentum indicator for three periods The overbought / oversold indicator for three moving averages The relative strength index for two periods Computed Results The investment ...
... moving average of the index and its upper and lower band The momentum indicator for three periods The overbought / oversold indicator for three moving averages The relative strength index for two periods Computed Results The investment ...
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