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 ix
... Operations Research , New Brunswick , New Jersey Alan Tucker Professor of Finance Pace University , New York , New York International Liaison : Arnold Jang Intelligent Trading Systems Springfields Investments Advisory Company Tapei ...
... Operations Research , New Brunswick , New Jersey Alan Tucker Professor of Finance Pace University , New York , New York International Liaison : Arnold Jang Intelligent Trading Systems Springfields Investments Advisory Company Tapei ...
Página 13
... Operations Research , 43 , 2 , 264-281 , 1995 . 25. Rockafellar , R. T. and R. J.-B. Wets , " Scenario and Policy Aggregation in Optimization Under Uncertainty , " Mathematics of Operations Research , 16 , 1 , 119-147 , 1991 . 26 ...
... Operations Research , 43 , 2 , 264-281 , 1995 . 25. Rockafellar , R. T. and R. J.-B. Wets , " Scenario and Policy Aggregation in Optimization Under Uncertainty , " Mathematics of Operations Research , 16 , 1 , 119-147 , 1991 . 26 ...
Página 272
... operations . Legislation imposes a limit on the amount borrowed in many countries ( thin capitalisation rules ) and the operations in tax haven countries ( Controlled Foreign Corporation ( CFC ) rules in the UK , Subpart F in the US ) ...
... operations . Legislation imposes a limit on the amount borrowed in many countries ( thin capitalisation rules ) and the operations in tax haven countries ( Controlled Foreign Corporation ( CFC ) rules in the UK , Subpart F in the US ) ...
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