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 82
... relative returns to changes in interest and exchange rates . The dataset utilised contains weekly prices of 90 French stocks , as well as financial indicators and Earning per Share estimations collected between December 1987 and January ...
... relative returns to changes in interest and exchange rates . The dataset utilised contains weekly prices of 90 French stocks , as well as financial indicators and Earning per Share estimations collected between December 1987 and January ...
Página 94
... relative importance of each variable relative to every other variable . In cases where the relative importance of each decision variable is unknown or uncertain , then automated techniques are needed to derive and / or tune the weights ...
... relative importance of each variable relative to every other variable . In cases where the relative importance of each decision variable is unknown or uncertain , then automated techniques are needed to derive and / or tune the weights ...
Página 216
April 9-11, 1995, New York City, Crowne Plaza Manhattan. relative to the estimation errors reported in Table 1. The average RMSVE ... ( relative to the ask price ) for out - of - the - money calls and in - the - money puts . This pattern is ...
April 9-11, 1995, New York City, Crowne Plaza Manhattan. relative to the estimation errors reported in Table 1. The average RMSVE ... ( relative to the ask price ) for out - of - the - money calls and in - the - money puts . This pattern is ...
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