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
Resultados 1-3 de 53
Página 36
... Period ( Post - Sample Period ) 1/3/92 - 10/16/92 ( 9/21/92 ) MDL 142.472 697.794 2/5/81 - 1/4/89 ( 88/3/22 - ) 1387.579 3/1/822/11/86 ( 9/19/85 - Sample size 200 1000 2000 Table 2 : Tableau for Predicting Rates of Return Population ...
... Period ( Post - Sample Period ) 1/3/92 - 10/16/92 ( 9/21/92 ) MDL 142.472 697.794 2/5/81 - 1/4/89 ( 88/3/22 - ) 1387.579 3/1/822/11/86 ( 9/19/85 - Sample size 200 1000 2000 Table 2 : Tableau for Predicting Rates of Return Population ...
Página 183
... period 1991.1-1992.12 though there are only four parameters in the model , where there are about 80 bonds for each month . In fact , the prediction standard error for the period is 0.9 yen while the estimation standard error is less ...
... period 1991.1-1992.12 though there are only four parameters in the model , where there are about 80 bonds for each month . In fact , the prediction standard error for the period is 0.9 yen while the estimation standard error is less ...
Página 213
... period , the mean estimated coefficient , ã , was 15.72 percent . Figure 4 shows the level of the Black / Scholes implied volatility on a week - by - week basis . Over the sample period , implied market volatility fell from above 20 ...
... period , the mean estimated coefficient , ã , was 15.72 percent . Figure 4 shows the level of the Black / Scholes implied volatility on a week - by - week basis . Over the sample period , implied market volatility fell from above 20 ...
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