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 44
... STOCK MARKET PREDICTION The visual neural network can provide a stock market analyst or investor with a method of comparing stock market performance in various time periods while providing accurate directional stock market predictions ...
... STOCK MARKET PREDICTION The visual neural network can provide a stock market analyst or investor with a method of comparing stock market performance in various time periods while providing accurate directional stock market predictions ...
Página 196
... stock market . Another reason could be that if there are less active participants or laggards on the market it is more likely that this group of investors will build up their portfolio according to the ranked value of a specific market ...
... stock market . Another reason could be that if there are less active participants or laggards on the market it is more likely that this group of investors will build up their portfolio according to the ranked value of a specific market ...
Página 200
... market return that is clearly above zero . In order to check the robustness of this pattern corresponding analyses ... stock market participants . In the second part the impact of each individual financial indicator is related to the ...
... market return that is clearly above zero . In order to check the robustness of this pattern corresponding analyses ... stock market participants . In the second part the impact of each individual financial indicator is related to 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 |
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