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BANKRUPTCY PREDICTION WITH LEAST
ESTIMATION OF DEFAULT PROBABILITY BY
SIMPLE DECISION MAKING CRITERION AS REAL OPTIONS
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agents algorithm analysis applied approach approximation asset assume average bond bound calculated changes compared computed conditional consider correlation corresponding cost currency decision defined denote depends derived deviation distribution dynamics Economics effect equation error estimated example exchange rate expected experiment Figure fitness forecast function future genetic given hedging implied increase indicators input interest investment Journal learning linear mean measure method moving neural network nonlinear normal Note observations obtained operating optimal option parameters patterns performance period points portfolio positive prediction present probability problem profit Programming random ratio REFERENCES respectively returns risk rules sample selection shown shows similar simulation square standard statistical step stochastic stock price strategies Table term tion trading trend University variables vector volatility weights