High Frequency Statistics With Asynchronous And Irregular Data

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High-Frequency Statistics with Asynchronous and Irregular Data

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Author : Ole Martin
Publisher : Springer Nature
ISBN 13 : 3658284188
Total Pages : 323 pages
Book Rating : 4.6/5 (582 download)

Book Synopsis High-Frequency Statistics with Asynchronous and Irregular Data by : Ole Martin

Download or read book High-Frequency Statistics with Asynchronous and Irregular Data written by Ole Martin and published by Springer Nature. This book was released on 2019-11-05 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ole Martin extends well-established techniques for the analysis of high-frequency data based on regular observations to the more general setting of asynchronous and irregular observations. Such methods are much needed in practice as real data usually comes in irregular form. In the theoretical part he develops laws of large numbers and central limit theorems as well as a new bootstrap procedure to assess asymptotic laws. The author then applies the theoretical results to estimate the quadratic covariation and to construct tests for the presence of common jumps. The simulation results show that in finite samples his methods despite the much more complex setting perform comparably well as methods based on regular data. About the Author: Dr. Ole Martin completed his PhD at the Kiel University (CAU), Germany. His research focuses on high-frequency statistics for semimartingales with the aim to develop methods based on irregularly observed data.

Statistical Methods for Stochastic Differential Equations

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Author : Mathieu Kessler
Publisher : CRC Press
ISBN 13 : 1439849765
Total Pages : 507 pages
Book Rating : 4.4/5 (398 download)

Book Synopsis Statistical Methods for Stochastic Differential Equations by : Mathieu Kessler

Download or read book Statistical Methods for Stochastic Differential Equations written by Mathieu Kessler and published by CRC Press. This book was released on 2012-05-17 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to th

High-Frequency Financial Econometrics

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Author : Yacine Aït-Sahalia
Publisher : Princeton University Press
ISBN 13 : 0691161437
Total Pages : 683 pages
Book Rating : 4.6/5 (911 download)

Book Synopsis High-Frequency Financial Econometrics by : Yacine Aït-Sahalia

Download or read book High-Frequency Financial Econometrics written by Yacine Aït-Sahalia and published by Princeton University Press. This book was released on 2014-07-21 with total page 683 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been driven by the increasing availability of such data, the technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data. This comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine Aït-Sahalia and Jean Jacod cover the mathematical foundations of stochastic processes, describe the primary characteristics of high-frequency financial data, and present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and testing questions involving the jump part of the model. As they demonstrate, the practical importance and relevance of jumps in financial data are universally recognized, but only recently have econometric methods become available to rigorously analyze jump processes. Aït-Sahalia and Jacod approach high-frequency econometrics with a distinct focus on the financial side of matters while maintaining technical rigor, which makes this book invaluable to researchers and practitioners alike.

Principal Component Analysis and Realized Regression with Asynchronous and Noisy High Frequency Data

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Author : Dachuan Chen
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (14 download)

Book Synopsis Principal Component Analysis and Realized Regression with Asynchronous and Noisy High Frequency Data by : Dachuan Chen

Download or read book Principal Component Analysis and Realized Regression with Asynchronous and Noisy High Frequency Data written by Dachuan Chen and published by . This book was released on 2019 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Efficient Covariance Estimation for Asynchronous Noisy High-frequency Data

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Author : Markus Bibinger
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (118 download)

Book Synopsis Efficient Covariance Estimation for Asynchronous Noisy High-frequency Data by : Markus Bibinger

Download or read book Efficient Covariance Estimation for Asynchronous Noisy High-frequency Data written by Markus Bibinger and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Computational Models of Brain and Behavior

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Author : Ahmed A. Moustafa
Publisher : John Wiley & Sons
ISBN 13 : 1119159067
Total Pages : 586 pages
Book Rating : 4.1/5 (191 download)

Book Synopsis Computational Models of Brain and Behavior by : Ahmed A. Moustafa

Download or read book Computational Models of Brain and Behavior written by Ahmed A. Moustafa and published by John Wiley & Sons. This book was released on 2017-11-13 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive Introduction to the world of brain and behavior computational models This book provides a broad collection of articles covering different aspects of computational modeling efforts in psychology and neuroscience. Specifically, it discusses models that span different brain regions (hippocampus, amygdala, basal ganglia, visual cortex), different species (humans, rats, fruit flies), and different modeling methods (neural network, Bayesian, reinforcement learning, data fitting, and Hodgkin-Huxley models, among others). Computational Models of Brain and Behavior is divided into four sections: (a) Models of brain disorders; (b) Neural models of behavioral processes; (c) Models of neural processes, brain regions and neurotransmitters, and (d) Neural modeling approaches. It provides in-depth coverage of models of psychiatric disorders, including depression, posttraumatic stress disorder (PTSD), schizophrenia, and dyslexia; models of neurological disorders, including Alzheimer’s disease, Parkinson’s disease, and epilepsy; early sensory and perceptual processes; models of olfaction; higher/systems level models and low-level models; Pavlovian and instrumental conditioning; linking information theory to neurobiology; and more. Covers computational approximations to intellectual disability in down syndrome Discusses computational models of pharmacological and immunological treatment in Alzheimer's disease Examines neural circuit models of serotonergic system (from microcircuits to cognition) Educates on information theory, memory, prediction, and timing in associative learning Computational Models of Brain and Behavior is written for advanced undergraduate, Master's and PhD-level students—as well as researchers involved in computational neuroscience modeling research.

Introduction to Digital Video

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Author : John Watkinson
Publisher : CRC Press
ISBN 13 : 1136027629
Total Pages : 472 pages
Book Rating : 4.1/5 (36 download)

Book Synopsis Introduction to Digital Video by : John Watkinson

Download or read book Introduction to Digital Video written by John Watkinson and published by CRC Press. This book was released on 2012-09-10 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covers the essential fundamentals of digital video: from video principles, to conversion, compression, coding, interfaces and output. Written for television professionals needing to apply digital video systems, equipment and techniques to multimedia and /or digital TV applications, as well as for computer system designers, engineers, programmers, or technicians needing to learn how to apply digital video to computer systems and applications. The text is based on the acclaimed industry `bible' The Art of Digital Video, but covers only the essential parts of this larger reference work. It starts right from the basics from what a digital signal is to the how digital video can be applied. John Watkinson is an international consultant in Audio, Video and Data Recording. He is a fellow of the AES, a member of the British Computer Society and Chartered Information Systems Practitioner. He presents lectures, seminars, conference papers and training courses worldwide. He is author of many other Focal press books including MPEG2, Art of Digital Video, Art of Digital Audio, Art of Sound Reporduction, Introduction to Digital Audio, Television Fundamentals and Audio for Television. He is also co-author of the Digital Interface Handbook and a contributor to The Loudspeaker and Headphone Handbook.

Scientific and Technical Aerospace Reports

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Author :
Publisher :
ISBN 13 :
Total Pages : 772 pages
Book Rating : 4.:/5 (31 download)

Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1994 with total page 772 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Handbook of Research on Methodologies and Applications of Supercomputing

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Author : Milutinovi?, Veljko
Publisher : IGI Global
ISBN 13 : 1799871584
Total Pages : 393 pages
Book Rating : 4.7/5 (998 download)

Book Synopsis Handbook of Research on Methodologies and Applications of Supercomputing by : Milutinovi?, Veljko

Download or read book Handbook of Research on Methodologies and Applications of Supercomputing written by Milutinovi?, Veljko and published by IGI Global. This book was released on 2021-02-19 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: As computers continue to remain essential tools for the pursuit of physics, medicine, economics, social sciences, and more, supercomputers are proving that they can further extend and greatly enhance as-of-yet undiscovered knowledge and solve the world’s most complex problems. As these instruments continue to lead to groundbreaking discoveries and breakthroughs, it is imperative that research remains up to date with the latest findings and uses. The Handbook of Research on Methodologies and Applications of Supercomputing is a comprehensive and critical reference book that provides research on the latest advances of control flow and dataflow supercomputing and highlights selected emerging big data applications needing high acceleration and/or low power. Consequently, this book advocates the need for hybrid computing, where the control flow part represents the host architecture and dataflow part represents the acceleration architecture. These issues cover the initial eight chapters. The remaining eight chapters cover selected modern applications that are best implemented on a hybrid computer, in which the transactional parts (serial code) are implemented on the control flow part and the loops (parallel code) on the dataflow part. These final eight chapters cover two major application domains: scientific computing and computing for digital economy. This book offers applications in marketing, medicine, energy systems, and library science, among others, and is an essential source for scientists, programmers, engineers, practitioners, researchers, academicians, and students interested in the latest findings and advancements in supercomputing.

Practical Handbook of Digital Mapping Terms and Concepts

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Author : Sandra Arlinghaus
Publisher : CRC Press
ISBN 13 : 9780849301315
Total Pages : 364 pages
Book Rating : 4.3/5 (13 download)

Book Synopsis Practical Handbook of Digital Mapping Terms and Concepts by : Sandra Arlinghaus

Download or read book Practical Handbook of Digital Mapping Terms and Concepts written by Sandra Arlinghaus and published by CRC Press. This book was released on 1994-02-09 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Practical Handbook of Digital Mapping Terms and Concepts offers easy-to-read, alphabetically cross-referenced terms, illustrated with maps (including 8 pages in full color) produced through digital mapping technology. Thorough explanations provide novices and experts alike with the most comprehensive study of its kind, drawing together terms and concepts from the business, academic, and development communities. One of the book's unique features is a practical introduction to digital mapping, explaining its original application in the international development community and the third world issue of guinea worm. This study is balanced by theoretical perspectives on digital mapping as well as possible directions for future exploration. Internally cross-referenced appendices cover topics often ignored in the conventional academic curriculum, but which are critical to success in other digital mapping arenas. These appendices discuss railroad terminology, desktop digital mapping (with French translation), maps on CD-ROM (with French translation), tools used in the global positioning system (with French translation), and Intelligent Vehicle Highway Systems.

Topics in Random Matrix Theory

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Author : Terence Tao
Publisher : American Mathematical Soc.
ISBN 13 : 0821874306
Total Pages : 298 pages
Book Rating : 4.8/5 (218 download)

Book Synopsis Topics in Random Matrix Theory by : Terence Tao

Download or read book Topics in Random Matrix Theory written by Terence Tao and published by American Mathematical Soc.. This book was released on 2012-03-21 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of random matrix theory has seen an explosion of activity in recent years, with connections to many areas of mathematics and physics. However, this makes the current state of the field almost too large to survey in a single book. In this graduate text, we focus on one specific sector of the field, namely the spectral distribution of random Wigner matrix ensembles (such as the Gaussian Unitary Ensemble), as well as iid matrix ensembles. The text is largely self-contained and starts with a review of relevant aspects of probability theory and linear algebra. With over 200 exercises, the book is suitable as an introductory text for beginning graduate students seeking to enter the field.

Brain States and Neural Mechanisms of Consciousness

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Author : Olivia Gosseries
Publisher : Frontiers Media SA
ISBN 13 : 2832501230
Total Pages : 510 pages
Book Rating : 4.8/5 (325 download)

Book Synopsis Brain States and Neural Mechanisms of Consciousness by : Olivia Gosseries

Download or read book Brain States and Neural Mechanisms of Consciousness written by Olivia Gosseries and published by Frontiers Media SA. This book was released on 2022-09-30 with total page 510 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Recent Innovations and Experience with Plant Monitoring and Utility Operations

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Author : I. Fruchtman
Publisher :
ISBN 13 :
Total Pages : 96 pages
Book Rating : 4.3/5 (91 download)

Book Synopsis Recent Innovations and Experience with Plant Monitoring and Utility Operations by : I. Fruchtman

Download or read book Recent Innovations and Experience with Plant Monitoring and Utility Operations written by I. Fruchtman and published by . This book was released on 1991 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt:

High-Frequency Trading

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Author : Irene Aldridge
Publisher : John Wiley & Sons
ISBN 13 : 1118343506
Total Pages : 326 pages
Book Rating : 4.1/5 (183 download)

Book Synopsis High-Frequency Trading by : Irene Aldridge

Download or read book High-Frequency Trading written by Irene Aldridge and published by John Wiley & Sons. This book was released on 2013-04-22 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets. Building on the success of the original edition, the Second Edition of High-Frequency Trading incorporates the latest research and questions that have come to light since the publication of the first edition. It skillfully covers everything from new portfolio management techniques for high-frequency trading and the latest technological developments enabling HFT to updated risk management strategies and how to safeguard information and order flow in both dark and light markets. Includes numerous quantitative trading strategies and tools for building a high-frequency trading system Address the most essential aspects of high-frequency trading, from formulation of ideas to performance evaluation The book also includes a companion Website where selected sample trading strategies can be downloaded and tested Written by respected industry expert Irene Aldridge While interest in high-frequency trading continues to grow, little has been published to help investors understand and implement this approach—until now. This book has everything you need to gain a firm grip on how high-frequency trading works and what it takes to apply it to your everyday trading endeavors.

Monthly Catalogue, United States Public Documents

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Author :
Publisher :
ISBN 13 :
Total Pages : 1100 pages
Book Rating : 4.:/5 (31 download)

Book Synopsis Monthly Catalogue, United States Public Documents by :

Download or read book Monthly Catalogue, United States Public Documents written by and published by . This book was released on 1995 with total page 1100 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Monthly Catalog of United States Government Publications

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Author :
Publisher :
ISBN 13 :
Total Pages : 1100 pages
Book Rating : 4.:/5 (891 download)

Book Synopsis Monthly Catalog of United States Government Publications by :

Download or read book Monthly Catalog of United States Government Publications written by and published by . This book was released on 1995 with total page 1100 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Contributions of the Geophysical Institute of the Slovak Academy of Sciences

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Author : Slovenská akadémia vied. Geofyzikálny ústav
Publisher :
ISBN 13 :
Total Pages : 562 pages
Book Rating : 4.:/5 (318 download)

Book Synopsis Contributions of the Geophysical Institute of the Slovak Academy of Sciences by : Slovenská akadémia vied. Geofyzikálny ústav

Download or read book Contributions of the Geophysical Institute of the Slovak Academy of Sciences written by Slovenská akadémia vied. Geofyzikálny ústav and published by . This book was released on 1973 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: