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 50
... structure that makes the stock markets move ? In the parlance of the Efficient Market Hypothesis ( EMH ) paradigm such a question is not worth asking . Followers of EMH have long argued that the market's swings , though unpredictable ...
... structure that makes the stock markets move ? In the parlance of the Efficient Market Hypothesis ( EMH ) paradigm such a question is not worth asking . Followers of EMH have long argued that the market's swings , though unpredictable ...
Página 62
... structure [ 3 ] and present a methodology for selecting the best alternative . As we shall see the Dempster - Shafer belief structure provides a very general scheme for representing knowledge If we assume that the possible states of ...
... structure [ 3 ] and present a methodology for selecting the best alternative . As we shall see the Dempster - Shafer belief structure provides a very general scheme for representing knowledge If we assume that the possible states of ...
Página 162
... Structure with Kohonen Map Marie Cottrell SAMOS e - mail : cottrell@univ-paris1.fr Eric de Bodt Emmanuel - Frédéric Henrion CEGF e - mail : debodt@fin.ucl.ac.be Philippe Grégoire CeReFIM e - mail : Gregoire@cc.fundp.ac.be 1 ...
... Structure with Kohonen Map Marie Cottrell SAMOS e - mail : cottrell@univ-paris1.fr Eric de Bodt Emmanuel - Frédéric Henrion CEGF e - mail : debodt@fin.ucl.ac.be Philippe Grégoire CeReFIM e - mail : Gregoire@cc.fundp.ac.be 1 ...
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