'Long memory' presentation slideshows

Analyzing stochastic time series Tutorial

Kingston University, Dept. Computing, Information Systems and Mathematics. Analyzing stochastic time series Tutorial. Malgorzata Kotulska Department of Biomedical Engineering & Instrumentation Wroclaw University of Technology, Poland. Outline.

772 views • 52 slides

Agent-based Financial Markets and Volatility Dynamics

Agent-based Financial Markets and Volatility Dynamics. Blake LeBaron International Business School Brandeis University www.brandeis.edu/~blebaron. Fundamental Input. Market Output. Price Volatility Volume d/p ratios Liquidity. Geometric Random Walk. Agent-based Financial Market.

563 views • 42 slides

Hwai-Chung Ho Academia Sinica and National Taiwan University

A Stochastic Volatility Model for Reserving Long-Duration Equity-linked Insurance: Long-Memory v.s. Short-Memory. Hwai-Chung Ho Academia Sinica and National Taiwan University December 30, 2008

497 views • 37 slides

John Ehlers

681 views • 33 slides

Academy of Economic Studies Bucharest Doctoral School of Finance and Banking DOFIN

Academy of Economic Studies Bucharest Doctoral School of Finance and Banking DOFIN. FORWARD DISCOUNT PUZZLE AN APPLICATION FOR THE USD/GBP EXCHANGE RATE. Supervisor: Professor Moisa ALTAR MSc student: Anca-Ioana SIRBU. Bucharest, June 2004. CONTENTS. THE UNCOVERED INTEREST RATE PARITY

450 views • 31 slides

Modelling and Detecting Long Memory in Stock Returns

Doctoral School of Finance and Banking Academy of Economic Studies Bucharest. Modelling and Detecting Long Memory in Stock Returns. MSc student Ciprian Necula. Presentation contents. modelling and detecting long memory in time series data, methodology and empirical results

376 views • 30 slides

Modelling and Detecting Long Memory in Stock Returns

Doctoral School of Finance and Banking Academy of Economic Studies Bucharest. Modelling and Detecting Long Memory in Stock Returns. MSc student Ciprian Necula. Presentation contents. modelling and detecting long memory in time series data, methodology and empirical results

368 views • 30 slides

Long Memory in Stock Returns: Research over Markets

Long Memory in Stock Returns: Research over Markets. Academy of Economic Studies - Bucharest Doctoral School of Finance and Banking DOFIN. Supervisor: Professor Dr. Mois? Alt ? r MSc Student: Silvia Bardo?. Bucharest, July 2008. Contents. Long memory & Motivation Literature review

735 views • 23 slides

Understanding the volatility correlation behavior

Understanding the volatility correlation behavior. POSTECH Phys.Dep ??? , ??? 05. 08.08. content Econophysics - Econometrics & Econophysics 2. Background - Volatility correlation behavior - economic time series - clinical data(Heartbeat) - climate records

298 views • 20 slides

Memory

418 views • 17 slides

Active Listening

Active Listening. PRESENTED BY: BAQAR RAZA. CONTENTS. Listening Active Listening Active v /s Passive Listening Becoming an Effective Listener The Listening Process & Its Barriers Tips for Better Listening. LISTENING. It composed of six distinct components 1. Hearing:

2.64k views • 15 slides

Wavelets. form of interpolation phenomena of different scales

Wavelets. form of interpolation phenomena of different scales provides both smooth and locally bumpy parts trend. A wavelet model. Y(t) = S(t) + ? (t) cp. polynomials, piecewise polynomials, splines, kernels, . mother, ?, and father, ?, wavelets

182 views • 13 slides

Long memory or long range dependence

Long memory or long range dependence. ARMA models are characterized by an exponential decay in the autocorrelation structure as the lag goes to infinity. Long memory processes are stationary time series that exhibit a slower decay in the autocorrelation structure

334 views • 7 slides

Intro

Team Bell-Pulsar Search Collaboratory Summer Institute 2013. Micah Dingus , Tildon Johnson, Christian Lewis, Emily Schulman Broadway High School, Rowan County Senior High, Sherando High School, T.C. Williams High School. Intro

186 views • 1 slides

Global Climate Change: A Fractional Forecast

81 views • 1 slides