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 17
... Problem that evaluates an American put option problem used in [ 3 ] was rehosted to a Web - based infrastructure . It is currently hosted at http://www.zeitgeist.com and is also accessible through a number of other sites , such as http ...
... Problem that evaluates an American put option problem used in [ 3 ] was rehosted to a Web - based infrastructure . It is currently hosted at http://www.zeitgeist.com and is also accessible through a number of other sites , such as http ...
Página 122
... problem is based on several novel ideas . We consider that the financial modelling problem can be divided in three main parts : Time Series Analysis , Selection of Appropriate Models and Selection of the Best Model . The first part of ...
... problem is based on several novel ideas . We consider that the financial modelling problem can be divided in three main parts : Time Series Analysis , Selection of Appropriate Models and Selection of the Best Model . The first part of ...
Página 271
... problem of international tax planning for multinational corpora- tions . We seek to minimise the overall tax burden ... problem of designing a corporate structure for such a company so that the net amount repatriated is as large as ...
... problem of international tax planning for multinational corpora- tions . We seek to minimise the overall tax burden ... problem of designing a corporate structure for such a company so that the net amount repatriated is as large as ...
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