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 v
... techniques have merit in a number of domains . Our mission is to expand the scope of the techniques that are applied , the places where they are applied , and most important , to know how to match the technique to the problem . CIFEr is ...
... techniques have merit in a number of domains . Our mission is to expand the scope of the techniques that are applied , the places where they are applied , and most important , to know how to match the technique to the problem . CIFEr is ...
Página 90
... techniques and genetic algorithms in solving problem concerning financial risk management . Fuzzy logic techniques ... technique which we describe allows us to collect subjective data on what analysts perceive are relevant risk factors ...
... techniques and genetic algorithms in solving problem concerning financial risk management . Fuzzy logic techniques ... technique which we describe allows us to collect subjective data on what analysts perceive are relevant risk factors ...
Página 194
... techniques lead to an over - estimate of risk Figure 1 , so the use of robust estimation calculations of volatility leads ... technique has yet been devised to predict level and return shifts with any amount of reliability ( this is one ...
... techniques lead to an over - estimate of risk Figure 1 , so the use of robust estimation calculations of volatility leads ... technique has yet been devised to predict level and return shifts with any amount of reliability ( this is one ...
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