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 6
... range of alternatives - scenarios that are internally consistent and based on sound economic theory . 4. Generating Global Scenarios - Most organizations plan on a case by case basis -- " single scenario vision " . If the firm is able ...
... range of alternatives - scenarios that are internally consistent and based on sound economic theory . 4. Generating Global Scenarios - Most organizations plan on a case by case basis -- " single scenario vision " . If the firm is able ...
Página 85
... range is an appropriate product data modeling . With the help of a parametric approach [ Sön94 , SwSö94 ] , a configuration data model that contains the complete information which is needed to treat any credit type can be built ...
... range is an appropriate product data modeling . With the help of a parametric approach [ Sön94 , SwSö94 ] , a configuration data model that contains the complete information which is needed to treat any credit type can be built ...
Página 96
... range trend in currency movements , whereas it is inadequate in explaining the short- and medium - range fluctuations in exchange rate data [ 2 ] . Against this backdrop , many technical- analysis based models have been found to be ...
... range trend in currency movements , whereas it is inadequate in explaining the short- and medium - range fluctuations in exchange rate data [ 2 ] . Against this backdrop , many technical- analysis based models have been found to be ...
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