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 61
Página 117
... defined templates which has been defined according to the financial activities approach . A financial activity is defined as an event which is likely to have a direct influence on the share - price and , therefore , on the investment ...
... defined templates which has been defined according to the financial activities approach . A financial activity is defined as an event which is likely to have a direct influence on the share - price and , therefore , on the investment ...
Página 118
... defined templates collection . Adding new templates allows the system to capture additional information in other ... definition of these formal - elements has been done analyzing the results of an experiment carried out by potential ...
... defined templates collection . Adding new templates allows the system to capture additional information in other ... definition of these formal - elements has been done analyzing the results of an experiment carried out by potential ...
Página 119
... defined as " the cost of the T = TAKEOVER ; ⚫ the variables which can be defined by the user ( beginning with the letters " V = " ) to identify the elements of the main - events which will be later used in the definition of the slot ...
... defined as " the cost of the T = TAKEOVER ; ⚫ the variables which can be defined by the user ( beginning with the letters " V = " ) to identify the elements of the main - events which will be later used in the definition of the slot ...
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