Intraday pairs trading strategies on high frequency data: The case of oil companies
This paper introduces novel 'doubly mean-reverting'processes based on conditional
modelling of model spreads between pairs of stocks. Intraday trading strategies using high …
modelling of model spreads between pairs of stocks. Intraday trading strategies using high …
Scaling and nonlinear behaviour of daily mean temperature time series across India
R Ray, MH Khondekar, K Ghosh… - Chaos, Solitons & …, 2016 - Elsevier
In order to ascertain the dynamics of temperature variation in India, the scaling properties of
the daily mean temperature time series obtained from seven different weather stations viz …
the daily mean temperature time series obtained from seven different weather stations viz …
Memory persistency and nonlinearity in daily mean dew point across India
R Ray, MH Khondekar, K Ghosh… - Theoretical and applied …, 2016 - Springer
Enterprising endeavour has been taken in this work to realize and estimate the persistence
in memory of the daily mean dew point time series obtained from seven different weather …
in memory of the daily mean dew point time series obtained from seven different weather …
Invariance in the recurrence of large returns and the validation of models of price dynamics
Starting from a robust, nonparametric definition of large returns (“excursions”), we study the
statistics of their occurrences, focusing on the recurrence process. The empirical waiting …
statistics of their occurrences, focusing on the recurrence process. The empirical waiting …
條件式建模與多層表示式在影像分析之應用
張洛賓 - 2012 - ir.lib.nycu.edu.tw
條件機率建模技術近來被廣泛使用在高維度建模中, 生成式模型在影像分析可分成兩個元件:
影像解讀分佈與影像資料條件分佈. 兩者皆可利用條件機率建模技術與比例差調技巧來建構 …
影像解讀分佈與影像資料條件分佈. 兩者皆可利用條件機率建模技術與比例差調技巧來建構 …