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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Resultados 1-3 de 33
Página 128
... ratio . A theorem appearing in [ 1 ] determines the max - min optimal strategy as well as the max - min value of the ratio of wealths . This result is summarized in Section 3 . We then apply the above max - min result to the pricing of ...
... ratio . A theorem appearing in [ 1 ] determines the max - min optimal strategy as well as the max - min value of the ratio of wealths . This result is summarized in Section 3 . We then apply the above max - min result to the pricing of ...
Página 164
... ratio SSI / SST as the number of units in the one - dimensional Kohonen map increases . As expected , we see that , as the number of units increases , the ratio decreases . We concentrate our analysis on the results get with a 9 - units ...
... ratio SSI / SST as the number of units in the one - dimensional Kohonen map increases . As expected , we see that , as the number of units increases , the ratio decreases . We concentrate our analysis on the results get with a 9 - units ...
Página 290
... ratio from each group was sellected in the view that they measure the same financial profile in financial ratio analysis . The ratios are : PBT / S , CF / TA , PBT / CL , QA / CL , EQ / TA , ( QA- OD ) / CR , PBT / TCE , WC / TA , CF ...
... ratio from each group was sellected in the view that they measure the same financial profile in financial ratio analysis . The ratios are : PBT / S , CF / TA , PBT / CL , QA / CL , EQ / TA , ( QA- OD ) / CR , PBT / TCE , WC / TA , CF ...
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