Zobrazeno 1 - 10
of 20
pro vyhledávání: '"李永新"'
Autor:
Yung-Hsin Lee, 李永新
100
This thesis contains two essays on American options. The first essay proposes a forward Monte Carlo method for the pricing of American options. The main advantage of this method is that it does not use backward induction as required by other
This thesis contains two essays on American options. The first essay proposes a forward Monte Carlo method for the pricing of American options. The main advantage of this method is that it does not use backward induction as required by other
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/98850573187051255799
Autor:
Yung-Hsin Lee, 李永新
95
The purpose of this paper is adopting Support Vector Machines (SVM) to evaluate corporate default risk with financial information. In order to test the efficiency of SVM, this research uses Logit and Z-Score (Altman, 1968) at the same time. T
The purpose of this paper is adopting Support Vector Machines (SVM) to evaluate corporate default risk with financial information. In order to test the efficiency of SVM, this research uses Logit and Z-Score (Altman, 1968) at the same time. T
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/87265466632864686060
Publikováno v:
Natural Gas Geoscience; Apr2024, Vol. 35 Issue 4, p661-675, 15p
Publikováno v:
Gold (1001-1277). feb2023, Vol. 44 Issue 2, p19-21. 3p.
Publikováno v:
Modern Preventive Medicine; 2023, Vol. 50 Issue 23, p4369-4374, 6p
Publikováno v:
Journal of China University of Petroleum; Oct2023, Vol. 47 Issue 5, p25-37, 13p
Publikováno v:
Yellow River. Mar2020, Vol. 42 Issue 3, p98-102. 5p.
Publikováno v:
Storage & Process; 2023, Issue 8, p47-53, 7p