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 28
... agents could provide a means of exploring the untapped data resources within an organization . 9.0 References 1. Booch , G. , Object - Oriented Analysis and Design , 2nd Edition , Benjamin / Cummings Publishing Co. , Redwood City , CA ...
... agents could provide a means of exploring the untapped data resources within an organization . 9.0 References 1. Booch , G. , Object - Oriented Analysis and Design , 2nd Edition , Benjamin / Cummings Publishing Co. , Redwood City , CA ...
Página 124
... agent production economy with adaptive producers as well as adaptive speculators . To see whether speculators are stabilizing or destabilizing the market , they used the CASE 1 in Chen and Yeh ( 1996 ) as the starting point and added ...
... agent production economy with adaptive producers as well as adaptive speculators . To see whether speculators are stabilizing or destabilizing the market , they used the CASE 1 in Chen and Yeh ( 1996 ) as the starting point and added ...
Página 126
... agent model , it can be shown that the rational expectations equilibrium price ( P * ) and quantity ( Q * ) are ( Chen and Yeh , 1996 , p.449 ) : P * = Ay + Br B + y 1 Q : = A -x B + y ( 10 ) ( 11 ) To extend the model ( Equations ( 5 ) ...
... agent model , it can be shown that the rational expectations equilibrium price ( P * ) and quantity ( Q * ) are ( Chen and Yeh , 1996 , p.449 ) : P * = Ay + Br B + y 1 Q : = A -x B + y ( 10 ) ( 11 ) To extend the model ( Equations ( 5 ) ...
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