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18 results with keyword: 'portfolio investment modeling using high frequency data'

Portfolio Investment Modeling Using High Frequency Data

In this paper we have used just two weeks (ten working days) intra-day high frequency data to set up portfolios, but we are not asserting that the optimal

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2021
SC SERIES LOUDSPEAKERS

The SC Series uses advanced technology active compo- nents (drivers, tweeters and crossovers) to deliver superior performance and unsurpassed value.. Dynamic Balance ® Polymer

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2021
The use of low frequency dielectric spectroscopy in the characterisation of semi-solid emulsions

The ionic ternary system s again follow the sam e general trends as the non-ionic system s, w ith the degree o f structural form ation relating directly to the

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2020
Is 20TB really Big Data?

100 million compounds, 100K protein structures, 2 million reactions, 1 million journal articles, 20 million patents and 15.

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2021
Understanding by Design (UbD) in EFL Teaching: The Investigation of Students’ Foreign Language Learning Motivation and Views

When Table 7 is examined, the results of the analysis of covariance indicate that there is a significant difference between post-test scores in favor of the treatment group

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2020
Numerical Solution of Volterra Integral Equations of Second Kind

In this paper, we may note that the numerical solutions coincide with the exact solutions even a few Numerical Solutions of Volterra Integral Equations of Second kind with

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2020
[X929.Ebook] PDF Ebook Odyssey Of Homer Richmond Lattimore Translation By Homer.pdf

By reading this ODYSSEY OF HOMER : RICHMOND LATTIMORE TRANSLATION By HOMER, you could more than exactly what you obtain from various other publication ODYSSEY OF HOMER :

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2020
Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation

Bollerslev, T. Measuring and modeling systematic risk in factor pricing models using high-frequency data. Financial econometric analysis at ultra-high frequency: Data handling

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2019
Long term trends in the financial performance of organic farms in England and Wales, 2006/07 2011/12

The decline in UK retail sales slowed during the first part of 2013, with the horsemeat scandal generating 

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2020
Show your tail feathers. Trade show hints, tips, & tricks.

Once you know why you're going to a trade show, designing an effective display becomes faster and easier.. Know what kinds of products you'll

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Analysis of Farm Vehicle Crashes and Safety Belt Usage

• Given the effectiveness of safety belts in reducing injury severity (as shown in the analysis of crashes involving farm vehicles), increasing usage rates for farm vehicle

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2021
Chancellor H. Keith Moo-Young, Ph.D., P.E.

TRiO Student Support Services Graduate Programs Grant Development Community College Transfer Program Research Partnership and Programs GEAR UP Upward Bound Moses Lake Upward Bound

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Measuring and Modeling Risk Using High-Frequency Data

Measuring and Modeling Systematic Risk in Factor Pricing Models Using High-frequency Data, Journal of Empirical Finance 10 : 533-558.. An Empirical Investigation of the Possibility

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Modeling CAC40 Volatility Using Ultra high Frequency Data

between forecast and actual realized volatility, the ARFIMA( 1 , d  , 0 ) model provides,. for the CAC40 index, the most accurate one-trading day-ahead forecasts of

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Original Article Primary total knee arthroplasty with rotating-hinge prosthesis in severely compromised knees

vage revision total knee replacement using the Endo-Model rotating hinge prosthesis. Total knee arthroplasty with rotat - ing-hinge Endo-Model prosthesis: clinical re- sults

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Increasing Flash Throughput for Big Data Applications (Data Management Track)

• High Data Volumes, Large Analytics, Risk Analysis, Fraud Detection, Graph Analytics using Alternative Data Sources, Risk modeling, High Frequency trading, Complex Event Modeling.

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Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data

Using daily realized volatilities of the individual company stocks, stock indices and foreign exchange rates constructed from high frequency data, we find that volatility clustering

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Topical Workshop for PhD students Adsorption and Diffusion in MOFs Institut für Nichtklassische Chemie, Germany,

Pressure Swing Adsorption (PSA) • production Adsorber A • regeneration Adsorber B Knowledge of: Isotherms Heat of adsorption Kinetics Coadsorption Prediction of Breakthrought

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