Proceedings of the IEEE/IAFE/INFORMS 1998 Conference on Computational Intelligence for Financial Engineering (CIFEr): March 29-31, 1998, New York City, Crowne Plaza Manhattan
These proceedings detail computer technology and the contemporary application of advanced mathematical techniques and concepts to financial and investment problems. There is a focus on solving problems caused by the increasing complexity and size of modern financial systems.
What people are saying - Write a review
We haven't found any reviews in the usual places.
Outliers Influence Functions and Robust Portfolio Optimization
A Theory of Price Formation in A Market with Short Sale Prohibition
8 other sections not shown
Other editions - View all
actual agents algorithm analysis applied approach asset assumed average banks cash flow catastrophe closings components computational condition considered consistent convergence correlation dependent deposit derivative described determine distribution effect efficient error estimate evaluation event example exchange expected Figure function future fuzzy given growth implied increases independent indicates industry influence function informed traders insured interest International Journal learning losses mapping market maker matrix mean measure method neutral objects observed obtained occurs option parameter performance period portfolio positive possible predict present probability problem ratio relation relative respect returns risk rules selection sell short sale shows signal simulation specification standard statistical steps structure Table techniques term trade uninformed University variables variance vector volatility volume weighted