Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Joaguin R. Trigueros"'
Autor:
Joaguin R. Trigueros, Arturo Rodriguez
Publikováno v:
Estudios de Administración, Vol 15, Iss 2, Pp 47-63 (2008)
In this study we examine different methodologies to estimate earnings. More specifically, we evaluate the viability of Genetic Programming as both a forecasting model estimator and a forecast-combining methodology. When we compare the performance of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::61e21e38462b33a3c6dc857cdffeca2b
https://doi.org/10.5354/0719-0816.2008.56413
https://doi.org/10.5354/0719-0816.2008.56413
We propose a methodology of Genetic Programming to approximate the relationship between the option price, its contract terms and the properties of the underlying stock price. An important advantage of the Genetic Programming approach is that we can i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::24dd0858c11d4c09a5760ff18eb5e3b7
http://www.stern.nyu.edu/fin/workpapers/wpa98086.pdf
http://www.stern.nyu.edu/fin/workpapers/wpa98086.pdf
