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 66
... variances , and give interpretations of the new estimates in regression theory . 1 Introduction Neural network based ... variance of a stock's return is commonly related to the companies debt - equity ratio due to the well - known ...
... variances , and give interpretations of the new estimates in regression theory . 1 Introduction Neural network based ... variance of a stock's return is commonly related to the companies debt - equity ratio due to the well - known ...
Página 234
... variance tend to be serially correlated , exhibiting both highly volatile periods and less volatile periods . These states of volatility are to be expected in financial markets where frequent periods of uncertainty as to the future ...
... variance tend to be serially correlated , exhibiting both highly volatile periods and less volatile periods . These states of volatility are to be expected in financial markets where frequent periods of uncertainty as to the future ...
Página 296
... variance is nearly true in the sense that the difference to the true variance tends to zero as n tends to infinity . Unlike the AIC , the SIC for each model is evaluated assuming that the most complex model within the class would be ...
... variance is nearly true in the sense that the difference to the true variance tends to zero as n tends to infinity . Unlike the AIC , the SIC for each model is evaluated assuming that the most complex model within the class would be ...
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