Search Results - empirical algorithmic

The handbook of news analytics in finance

Table of Contents: “…Kalev and Huu Nhan Duong -- Equity portfolio risk estimation using market information and sentiment / Leela Mitra, Gautam Mitra and Dan diBartolomeo -- Incorporating news into algorithmic trading strategies : increasing the signal-to-noise ratio / Richard Brown -- Are you still trading without news? …”
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Cognitive foundations of musical pitch by Krumhansl, Carol L.

Table of Contents: “…Statistical analyses of tonal compositions Tonal distributions and tonal hierarchies; Tonal hierarchies, tonal consonance, and tonal distributions; 4. A KEY-FINDING ALGORITHM BASED ON TONAL HIERARCHIES; The key-finding algorithm; Application I: initial segments of preludes of J.S. …”
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Volatility Surface and Term Structure : High-profit Options Trading Strategies. by Lai, Kin Keung

Table of Contents: “…Cover; Title; Copyright; Contents; List of figures; List of tables; Preface; 1 Introduction; 1.1 Implied volatility; 1.2 Local volatility model; 1.3 Stochastic volatility model; 2 A novel model-free term structure for stock prediction; 2.1 Introduction; 2.2 Volatility model; 2.3 Model-free term structure; 2.4 Empirical tests; 2.5 Conclusions; 3 An adaptive correlation Heston model for stock prediction; 3.1 Introduction; 3.2 Adaptive correlation coefficient model; 3.3 Empirical tests; 3.4 Conclusions; 4 The algorithm to control risk using options; 4.1 Introduction.…”
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Advanced reliability modeling II : reliability testing and improvement : proceedings of the 2nd Asian International Workshop (AIWARM 2006), Busan, Korea, 24-26 August 2006

Table of Contents: “…A Multiobjective Genetic Algorithm for Solving Reliability Optimization Problem of a Communication Network SystemGenetic Algorithm for Solving Optimal Component Arrangement Problem of Circular Consecutive-k-out-of-n: F System; Redundancy Optimization in Multi-level System with SA Algorithm; III. …”
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Multi-Agent Coordination : A Reinforcement Learning Approach. by Sadhu, Arup Kumar

Table of Contents: “…1.3.7 Performance Analysis of MAQL and MAQL-Based Coordination -- 1.4 Coordination by Optimization Algorithm -- 1.4.1 PSO Algorithm -- 1.4.2 Firefly Algorithm -- 1.4.2.1 Initialization -- 1.4.2.2 Attraction to Brighter Fireflies -- 1.4.2.3 Movement of Fireflies -- 1.4.3 Imperialist Competitive Algorithm -- 1.4.3.1 Initialization -- 1.4.3.2 Selection of Imperialists and Colonies -- 1.4.3.3 Formation of Empires -- 1.4.3.4 Assimilation of Colonies -- 1.4.3.5 Revolution -- 1.4.3.6 Imperialistic Competition -- 1.4.4 Differential Evolution Algorithm -- 1.4.4.1 Initialization -- 1.4.4.2 Mutation…”
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Systemic Risk from Global Financial Derivatives. by Markose, Sheri M.

Table of Contents: “…Empirical (Small World) Core-Periphery Network Algorithm; 4. …”
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Essentials of Monte Carlo Simulation : Statistical Methods for Building Simulation Models. by Thomopoulos, Nick T.

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A Case for the Existence of God. by Overman, Dean L.

Table of Contents: “…Chapter 11: Recorded Experiences of Encounters with the Divine Bear Witness to a Way of Knowing that Includes Kierkegaard's KENDSKAB, BUBER'S I-Thou, OTTO'S Wholly Other, AND MARCEL'S MysteryChapter 12: THESE NINE WITNESSES TESTIFY TO ANOTHER WAY OF KNOWING THAT IS COMPATIBLE WITH THE EMPIRICAL AND THE METAPHYSICAL RATIONAL WAYS OF KNOWING, BUT IS BEYOND THE DESCRIBABLE AND REQUIRES PERSO; Chapter 13: CONCLUDING REFLECTIONS AND SUMMARY; AFTERWORD; Appendix A: THE NEW MATHEMATICS OF ALGORITHMIC INFORMATION THEORY IS RELEVANT TO THEORIES CONCERNING THE FORMATION OF THE FIRST LIVING MATTER.…”
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The New Politics of Visibility : Spaces, Actors, Practices and Technologies in The Visible. by Brighenti, Andrea Mubi

Table of Contents: “…Three mediated visibility regimes and their differing regimes of recognition -- Broadcast visibility, representational recognition regime -- Networked visibility, enabling (mis)recognition regime -- Algorithmic visibility, paradoxical recognition regime -- Conclusion -- Notes -- References -- 5 The Democratization of Visibility Capital: Face in the Age of Its Automated Technical Reproducibility -- Asymmetry and recognition -- What is visibility capital? …”
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Machine Learning for Asset Management New Developments and Financial Applications

Table of Contents: “…Empirical investigation -- 2.2.1. The data -- 2.2.2. …”
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Wireless Sensor and Ad Hoc Networks Under Diversified Network Scenarios. by Sarkar, Subir Kumar

Table of Contents: “…3.4.10 Optimized Link State Routing Protocol3.4.11 Temporally Ordered Routing Algorithm (TORA); 3.5 Network Simulator, NS-2; 3.6 Simulation Environment; 3.7 Result Analysis; 3.7.1 Evaluation of Performance Metrics; References; 4 An Empirical Study of Various Mobility Models in MANETs; 4.1 Introduction; 4.2 Literature Background; 4.3 Description of Various Mobility Models; 4.3.1 Random Waypoint Mobility Model; 4.3.2 Random Waypoint Mobility Model with Steady State; 4.3.3 Random Walk Mobility Model with Reflection; 4.3.4 Random Walk Mobility Model with Wrapping.…”
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Missing Data Methods : Cross-Sectional Methods and Applications. by Drukker, David M.

Table of Contents: “…SimulationsEmpirical application to portfolio allocation; Conclusion; Notes; Acknowledgment; References; Efficient estimators of Bx and Bw; Variances of Bx and Bw; The case of observed Y; Nonlinear difference-in-difference treatment effect estimation: A distributional analysis; Introduction; Methodology; Monte Carlo simulation; Empirical application; Conclusion; Notes; Acknowledgment; References; Bayesian analysis of multivariate sample selection models using gaussian copulas; Introduction; Copulas; Model; Estimation; Applications; Concluding remarks; Acknowledgments; References.…”
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Handbook of modeling high-frequency data in finance

Table of Contents: “…Handbook of Modeling High-Frequency Data in Finance; Contents; Preface; Contributors; Part One Analysis of Empirical Data; 1 Estimation of NIG and VG Models for High Frequency Financial Data; 1.1 Introduction; 1.2 The Statistical Models; 1.3 Parametric Estimation Methods; 1.4 Finite-Sample Performance via Simulations; 1.5 Empirical Results; 1.6 Conclusion; References; 2 A Study of Persistence of Price Movement using High Frequency Financial Data; 2.1 Introduction; 2.2 Methodology; 2.3 Results; 2.4 Rare Events Distribution; 2.5 Conclusions; References…”
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Quantifying human resources : uses and analyses by Coron, Clotilde

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Statistical analysis techniques in particle physics : fits, density estimation and supervised learning by Narsky, Ilya, Porter, Frank Clifford

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Intelligent materials, applied mechanics and design science : selected, peer reviewed papers from the 2011 international conference on intelligent materials, applied mechanics and...

Table of Contents: “…Intelligent Materials, Applied Mechanics and Design Science; Preface and Committee; Table of Contents; Chapter 1: Intelligent Materials, Energy Science and Dynamic System; Gear Fault Diagnoise Based on Ensemble Empirical Mode Decomposition and Instantaneous Energy Density Spectrum; Numerical Analysis of Nonlinear Behaviors of a Flexible Rotor Dynamic System with Turbulent Journal Bearings Support; Dynamic Path Planning Algorithm Based on Chaos Genetic Vehicle Navigation; The Hybrid Genetic Algorithm of Single-Machine Materials Manufacturing Process with Periodic Maintenance.…”
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Wireless technologies in intelligent transportation systems

Table of Contents: “…Adaptive Beamforming Algorithms; 4.e.1. Sample Matrix Inversion (SMI) Algorithm; 4.e.2. …”
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Multivariate statistics : proceedings of the 6th Tartu Conference, Tartu, Estonia, 19-22 August 1999

Table of Contents: “…s F-statistic: A simulation studyZero-boundary Voronoi partitions -- On expected values of fourth-degree matrix products of a multinormal matrix variate -- A multivariate Buckley-James estimator -- A new algorithm of the linear discriminant function using integer programming -- Robustification of “approximating approachâ€? …”
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Stochastic filtering with applications in finance by Bhar, Ramaprasad

Table of Contents: “…Non-linear filter for futures price system. 6.4. Data used in empirical study. 6.5. Empirical results. 6.6. Concluding remarks -- 7. …”
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Wireless communications systems design by Kim, Haesik

Table of Contents: “…6.1.2 Example of Turbo Encoding and Decoding6.1.3 Hardware Implementation of Turbo Encoding and Decoding; 6.2 Turbo Product Codes; 6.2.1 Turbo Product Encoding and Decoding Algorithm; 6.2.2 Example of Turbo Product Encoding and Decoding; 6.2.3 Hardware Implementation of Turbo Product Encoding and Decoding; 6.3 Low-Density Parity Check Codes; 6.3.1 LDPC Encoding and Decoding Algorithms; 6.3.2 Example of LDPC Encoding and Decoding; 6.3.3 Hardware Implementation of LDPC Encoding and Decoding; 6.4 Problems; References; Chapter 7 Orthogonal Frequency-Division Multiplexing; 7.1 OFDM System Design.…”
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