Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr): March 26-28, 2000, New York City, Crowne Plaza ManhattanIEEE Service Center, 2000 - 213 páginas This text constitutes proceedings from the IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, which took place in 1999. Topics covered include portfolio management, risk management, interest rate models and time-series forecasting. |
Contenido
Portfolio Management Session | 11 |
A Reprise | 12 |
A Fuzzy eNegotiation Agents System | 26 |
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
algorithm ANFIS applied approach approximation asset attractor behavior Black-Scholes Brownian motion calculated callable bond companies computational constraints CVaR decision defined delta denotes distribution dividend yield downside risk drift model dynamical system economic efficient frontier equation error estimation evaluate evolutionary algorithm example expected regret expected return expected shortfall exponential factors feature Figure financial engineering forecasting formulation fund exchange fuzzy logic Hurst exponent implied volatility input variables interest rate investors Journal Lazy Learning learning linear programming loss mathematical MaxLoss measure method methodology minimization Monte Carlo Neural Networks nonlinear normal obtained Operational Research optimization option pricing output paper parameters payoff performance PMRS portfolio prediction price derivatives probability problem profit random ratio risk management risk-neutral sample scenarios selection sensitivity analysis simulation skewed-t skewness solution statistical stochastic stock price Taylor series technique Technology term structure trading ranges variance vector vega volatility function volatility smile
Información bibliográfica
| Título | Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr): March 26-28, 2000, New York City, Crowne Plaza Manhattan |
| Autor | IEEE Neural Networks Council |
| Colaboradores | Institute of Electrical and Electronics Engineers, International Association of Financial Engineers, Institute for Operations Research and the Management Sciences |
| Edición | ilustrada |
| Editor | IEEE Service Center, 2000 |
| Procedencia del original | Universidad de Michigan |
| Digitalizado | 11 Ene. 2008 |
| ISBN | 0780364295, 9780780364295 |
| Largo | 213 páginas |
| Exportar cita | BiBTeX EndNote RefMan |