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 273
... companies has been paid attention to , but the effect of inconsistent difference on model reliability has not been studied so far . In fact , since constructing a company failure prediction model has to collect company financial data ...
... companies has been paid attention to , but the effect of inconsistent difference on model reliability has not been studied so far . In fact , since constructing a company failure prediction model has to collect company financial data ...
Página 277
... companies and open circles failed companies . This convention applies to all Figures . This empirical study illustrates that all profitability ratios turn out to have good consistent differences between failed and successful companies ...
... companies and open circles failed companies . This convention applies to all Figures . This empirical study illustrates that all profitability ratios turn out to have good consistent differences between failed and successful companies ...
Página 278
... companies and five were from failed companies . It can seen that probabilistic neural network has better performance than discriminant analysis , in particular in the group of failed data set . For example , all the values of the t ...
... companies and five were from failed companies . It can seen that probabilistic neural network has better performance than discriminant analysis , in particular in the group of failed data set . For example , all the values of the t ...
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