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 90
... risk management . Fuzzy logic techniques are useful in soliciting information on user perceptions of risk factors . However , since people are notoriously inaccurate and unreliable in reporting their preferences , we also employ a ...
... risk management . Fuzzy logic techniques are useful in soliciting information on user perceptions of risk factors . However , since people are notoriously inaccurate and unreliable in reporting their preferences , we also employ a ...
Página 92
... Risk Management The problem we wish to address is how to score and rank options or actions according to some subjective feature that they possess . For example , we might wish to identify " high risk " investment portfolios so that ...
... Risk Management The problem we wish to address is how to score and rank options or actions according to some subjective feature that they possess . For example , we might wish to identify " high risk " investment portfolios so that ...
Página 194
... risk calculations , the volatility which is derived - and hence the resultant risk numbers - will be measuring largely the effects of these level changes and not the actual volatility of the rates . 4.2.2 Robust Estimation Robust ...
... risk calculations , the volatility which is derived - and hence the resultant risk numbers - will be measuring largely the effects of these level changes and not the actual volatility of the rates . 4.2.2 Robust Estimation Robust ...
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