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 2
... strategies is observed by simulating the strategies over the scenarios . Towers Perrin measures risks in several ways – including volatility at the horizon and downside risk [ 21 ] . The approach applies to pension plans , and insurance ...
... strategies is observed by simulating the strategies over the scenarios . Towers Perrin measures risks in several ways – including volatility at the horizon and downside risk [ 21 ] . The approach applies to pension plans , and insurance ...
Página 7
... strategies for pricing their products under various possible alternatives . The strategies must relate to the key economic factors ( in the scenario ) . If an important factor is missing , it should be added to the scenario generation ...
... strategies for pricing their products under various possible alternatives . The strategies must relate to the key economic factors ( in the scenario ) . If an important factor is missing , it should be added to the scenario generation ...
Página 303
... strategies , such as the Warren Buffet's strategy [ 4 ] , or artificial intelligence for predicting future behaviour ... strategies for playing the SEA indices , similar to existing strategies for investing in companies listed on the New ...
... strategies , such as the Warren Buffet's strategy [ 4 ] , or artificial intelligence for predicting future behaviour ... strategies for playing the SEA indices , similar to existing strategies for investing in companies listed on the New ...
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