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 119
... event : Definition of slots : T = TAKEOVER V = COMPANY1 is an organization V = COMPANY2 is an organization . V ... event which is represented by the template as a whole . For example , the slot S - VALUE - TAKEOVER in the takeover ...
... event : Definition of slots : T = TAKEOVER V = COMPANY1 is an organization V = COMPANY2 is an organization . V ... event which is represented by the template as a whole . For example , the slot S - VALUE - TAKEOVER in the takeover ...
Página 121
... event which is equivalent to the event defined for each of the templates definitions . For example , for a takeover template the system will try to identify an event such as “ A company bought another company " and the information ...
... event which is equivalent to the event defined for each of the templates definitions . For example , for a takeover template the system will try to identify an event such as “ A company bought another company " and the information ...
Página 122
... Event e.g. " Meridian Inc. purchased Lotus for $ 7 million " Company Predator : Meridian Inc. Company Target Lotus ... Amount : 7 $ million 5 Figure 4 : A candidate event for the takeover template . Conclusions In this paper we have ...
... Event e.g. " Meridian Inc. purchased Lotus for $ 7 million " Company Predator : Meridian Inc. Company Target Lotus ... Amount : 7 $ million 5 Figure 4 : A candidate event for the takeover template . Conclusions In this paper we have ...
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