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 |
Dentro del libro
Resultados 1-3 de 4
Página ii
... bottom of the first page , provided the per - copy fee indicated in the code is paid through the Copyright Clearance Center , 27 Congress Street , Salem , Massachusetts 01970 . Instructors are permitted to photocopy isolated articles ...
... bottom of the first page , provided the per - copy fee indicated in the code is paid through the Copyright Clearance Center , 27 Congress Street , Salem , Massachusetts 01970 . Instructors are permitted to photocopy isolated articles ...
Página 60
... bottom are used to measure that model's performance . Forecast Market Model Model Profits Total Capital Period Change Convergence Over Period ( $ 1 at start ) 1/88 -.075 % Yes 1.2 % 1.012 2/88 -.15 % Yes 1 % 1.023 3/88 + 1.09 % No 0 ...
... bottom are used to measure that model's performance . Forecast Market Model Model Profits Total Capital Period Change Convergence Over Period ( $ 1 at start ) 1/88 -.075 % Yes 1.2 % 1.012 2/88 -.15 % Yes 1 % 1.023 3/88 + 1.09 % No 0 ...
Página 76
... bottom . The potential restricts the ball from being too far from the center . The random external shocks move the ball around within one well and can knock the ball from one well to the other . The ball can be either located in one of ...
... bottom . The potential restricts the ball from being too far from the center . The random external shocks move the ball around within one well and can knock the ball from one well to the other . The ball can be either located in one of ...
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 | |
Otras 16 secciones no mostradas
Otras ediciones - Ver todas
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