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pro vyhledávání: '"A Muzy"'
Tick sizes not only influence the granularity of the price formation process but also affect market agents' behavior. We investigate the disparity in the microstructural properties of the Limit Order Book (LOB) across different relative tick sizes. A
Externí odkaz:
http://arxiv.org/abs/2410.08744
Autor:
Baggio, Roberta, Muzy, Jean-François
We consider the problem of short-term forecasting of surface wind speed probability distribution. Our approach consists in predicting the parameters of a given probability density function by training a neural network model whose loss function is the
Externí odkaz:
http://arxiv.org/abs/2310.12088
Autor:
José Carlos Garcia, Jr, MD, PhD, Cindy Yukie Nakano Schincariol, MD, Ricardo Berriel Mendes, MD, Paulo Cavalcante Muzy, MD
Publikováno v:
JSES International, Vol 8, Iss 6, Pp 1169-1174 (2024)
Background: Surgical procedures to treat anterior shoulder instability are essentially divided into those for significant bone loss and those without relevant bone loss. However, there is a gray area between these procedures that would not require bo
Externí odkaz:
https://doaj.org/article/c24ab1759b53459c89eaec639a29092c
Thanks to the access to the labeled orders on the CAC40 data from Euronext, we are able to analyze agents' behaviors in the market based on their placed orders. In this study, we construct a self-supervised learning model using triplet loss to effect
Externí odkaz:
http://arxiv.org/abs/2306.05987
We propose a simple network of Hawkes processes as a cognitive model capable of learning to classify objects. Our learning algorithm, named HAN for Hawkes Aggregation of Neurons, is based on a local synaptic learning rule based on spiking probabiliti
Externí odkaz:
http://arxiv.org/abs/2304.08061
The bid-ask spread, which is defined by the difference between the best selling price and the best buying price in a Limit Order Book at a given time, is a crucial factor in the analysis of financial securities. In this study, we propose a "State-dep
Externí odkaz:
http://arxiv.org/abs/2303.02038
Autor:
Muzy Furtado, Robert1 robert.muzy@fiocruz.br, Barbosa Lustosa, Paulo Roberto2 lustosa@unb.br, Silva, Flávia3 flavia.silva@fiocruz.br
Publikováno v:
GeSec: Revista de Gestao e Secretariado. 2024, Vol. 15 Issue 10, p1-21. 21p.
Autor:
Baïle, Rachel, Muzy, Jean-François
In this paper, we address the issue of short-term wind speed prediction at a given site. We show that, when one uses spatiotemporal information as provided by wind data of neighboring stations, one significantly improves the prediction quality. Our m
Externí odkaz:
http://arxiv.org/abs/2207.14679
Autor:
Mônica Rodrigues Campos, Luiz Villarinho Pereira Mendes, Jessica Muzy Rodrigues, Isabel Cristina Martins Emmerick, Raulino Sabino da Silva, Thiago Pimentel, Joyce Mendes de Andrade Schramm
Publikováno v:
Cadernos de Saúde Coletiva, Vol 32, Iss 1 (2024)
Resumo Introdução: A atenção ao paciente com Diabetes Mellitus (DM) envolve uma multiplicidade de procedimentos ambulatoriais visando à redução do risco de complicações. Objetivo: Estimar as prevalências e incidências das complicações do
Externí odkaz:
https://doaj.org/article/39f49ca1f3134475bc575e01f20a6a19
Autor:
Garcia, José Carlos, Jr, Yukie Nakano Schincariol, Cindy, Mendes, Ricardo Berriel, Muzy, Paulo Cavalcante
Publikováno v:
In JSES International November 2024 8(6):1169-1174