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 123
... Economics National Chengchi University Taipei , Taiwan 11623 TEL : 886-2-9387308 FAX : 886-2-9390344 E - mail : chchen@cc.nccu.edu.tw Chia - Hsuan Yeh AI - ECON Research Group Department of Economics National Chengchi University Taipei ...
... Economics National Chengchi University Taipei , Taiwan 11623 TEL : 886-2-9387308 FAX : 886-2-9390344 E - mail : chchen@cc.nccu.edu.tw Chia - Hsuan Yeh AI - ECON Research Group Department of Economics National Chengchi University Taipei ...
Página 124
... economic efficiency . Usually , when the price is steady and predictable , the decision to produce is more likely to be ... economics students . In class , they are told that speculative trades are imperative for efficient market , while ...
... economic efficiency . Usually , when the price is steady and predictable , the decision to produce is more likely to be ... economics students . In class , they are told that speculative trades are imperative for efficient market , while ...
Página 201
... Economics , vol . 3 , pp . 361-377 . Fama , E. F. ( 1984 ) , " The information in the term structure " . Journal of Financial Economics , vol . 13 , pp . 509-528 . Fama , E. F. ( 1986 ) , “ Term premiums and default premiums in money ...
... Economics , vol . 3 , pp . 361-377 . Fama , E. F. ( 1984 ) , " The information in the term structure " . Journal of Financial Economics , vol . 13 , pp . 509-528 . Fama , E. F. ( 1986 ) , “ Term premiums and default premiums in money ...
Contenido
A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Genetic Regression | 1 |
Review Papers | 4 |
High Performance Algorithms for Latticebased Derivative Pricing Models W Li University | 7 |
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
A.M. Best abstract payoff analysis approximation autocorrelation average backpropagation barrier option Bermudan call and put coefficients companies components Computer data mining data set database decision delta-hedging denote derivative distribution dynamics equation error estimate evaluate example exchange rate expert filter financial time series forecasting foreign exchange market FOREIGN EXCHANGE OPTION fraudulent function future fuzzy G G G GARCH Gaussian Genetic Algorithms hedging implied volatility input Journal Kelvin transform kurtosis layer linear mathematical models mean measure method neural network nodes nonlinear operator optimization option pricing output parameters performance period polynomial portfolio prediction predictor price change problem profit put options ratio regression returns risk management sample SCINAPSE Sharpe ratio simulation skewness specific statistical stochastic strategy techniques template test set ticks time-scales training set transaction costs transform tree modeling trigonometric polynomial true price underlying validation set variables variance vector volatility wavelet zero