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 |
Dentro del libro
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Página 6
... open to economic incentives , we are able to build scenario systems that generate a reasonable range of alternatives ... interest rates . Others are affected indirectly -- returns on equities and interest rate movements . Both assets and ...
... open to economic incentives , we are able to build scenario systems that generate a reasonable range of alternatives ... interest rates . Others are affected indirectly -- returns on equities and interest rate movements . Both assets and ...
Página 121
... open interest , dividends , etc. Sufficient " historical " data is needed for developing software tools intended to extract characteristics of previous market behavior in an effort to apply this knowledge to trading or investing in the ...
... open interest , dividends , etc. Sufficient " historical " data is needed for developing software tools intended to extract characteristics of previous market behavior in an effort to apply this knowledge to trading or investing in the ...
Página 206
... open in June 1987 , the CBOE introduced a second set of S & P 500 options with the ticker symbol NSX that expired at ... interest rates as well as the daily cash dividends for the S & P 500 portfolio over the life of the option . To proxy for ...
... open in June 1987 , the CBOE introduced a second set of S & P 500 options with the ticker symbol NSX that expired at ... interest rates as well as the daily cash dividends for the S & P 500 portfolio over the life of the option . To proxy for ...
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