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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... trendline and its boundaries for the JSE index are shown in Fig.4 , which allows setting of selling target . It could be argued , that after a downward trend over five index waves , the JSE index could reach on an upward trend a value ...
... trendline and its boundaries for the JSE index are shown in Fig.4 , which allows setting of selling target . It could be argued , that after a downward trend over five index waves , the JSE index could reach on an upward trend a value ...
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... 9-11, 1995, New York City, Crowne Plaza Manhattan. 25 20 ᅡ 15- 10- 5 0 -5 -10 -15 -20 T MACD -25 93.5 94 94.5 YEAR 95 95.5 96 Fig.3 The fast MACD signal line for the JSE index . log ( INDEX ) TRENDLINE AND ITS BOUNDARIES 6.8 6.6 309.
... 9-11, 1995, New York City, Crowne Plaza Manhattan. 25 20 ᅡ 15- 10- 5 0 -5 -10 -15 -20 T MACD -25 93.5 94 94.5 YEAR 95 95.5 96 Fig.3 The fast MACD signal line for the JSE index . log ( INDEX ) TRENDLINE AND ITS BOUNDARIES 6.8 6.6 309.
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... TRENDLINE AND ITS BOUNDARIES 6.8 6.6 6.4- 6.2 6 5.8- 5.6 91.5 92 92.5 93 93.5 YEAR 94 94.5 95 95.5 96 Fig.4 The logarithm of the JSE index ( -- ) , the LSQ trendline ( ... ) , and its upper and lower boundaries ( — · — ) . 50- 40 아 1 ...
... TRENDLINE AND ITS BOUNDARIES 6.8 6.6 6.4- 6.2 6 5.8- 5.6 91.5 92 92.5 93 93.5 YEAR 94 94.5 95 95.5 96 Fig.4 The logarithm of the JSE index ( -- ) , the LSQ trendline ( ... ) , and its upper and lower boundaries ( — · — ) . 50- 40 아 1 ...
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