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 36
... problem involves the allocation of monies to a portfolio that provides cashflows sufficient to meet future liabilities . Such a portfolio should be structured to minimize the cost of funding cash outflow requirements such as claims by ...
... problem involves the allocation of monies to a portfolio that provides cashflows sufficient to meet future liabilities . Such a portfolio should be structured to minimize the cost of funding cash outflow requirements such as claims by ...
Página 100
... problem of IT . Also , performing the simulations for different parameter values of the models will enable the prediction of future IT . The problem of modelling and simulation of IT has been solved in this paper by using Artificial ...
... problem of IT . Also , performing the simulations for different parameter values of the models will enable the prediction of future IT . The problem of modelling and simulation of IT has been solved in this paper by using Artificial ...
Página 102
... problem is not a simple one , because in theory there can be an infinite number of mathematical models that can be build for a given data set . So the problem lies in knowing which models to try for a data set and then to select the ...
... problem is not a simple one , because in theory there can be an infinite number of mathematical models that can be build for a given data set . So the problem lies in knowing which models to try for a data set and then to select the ...
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 |
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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