Zobrazeno 1 - 10
of 4 030
pro vyhledávání: '"High frequency data"'
Publikováno v:
Forecasting, Vol 6, Iss 2, Pp 434-455 (2024)
Forecasting returns in financial markets is notoriously challenging due to the resemblance of price changes to white noise. In this paper, we propose novel methods to address this challenge. Employing high-frequency Brazilian stock market data at one
Externí odkaz:
https://doaj.org/article/ab6de20e09744e5788ac4f78a78a2e80
Publikováno v:
Open Research Europe, Vol 4 (2024)
Harmful algal blooms (HABs) are a significant threat to freshwater ecosystems, and monitoring for changes in biomass is therefore important. Fluorescence in-situ sensors enable rapid and high frequency real-time data collection and have been widely u
Externí odkaz:
https://doaj.org/article/50095435a98443708870cab0f9e449a1
Publikováno v:
Ecological Informatics, Vol 82, Iss , Pp 102735- (2024)
Advancements in data availability, including high frequency, near real-time multiparameter sensors, laboratory analysis, and in-situ and remote observations, have driven the development of machine learning (ML) models for applications such as toxic H
Externí odkaz:
https://doaj.org/article/e920438120db4aa389e4c576c447c6b9
Publikováno v:
Financial Innovation, Vol 10, Iss 1, Pp 1-31 (2024)
Abstract As the crypto-asset ecosystem matures, the use of high-frequency data has become increasingly common in decentralized finance literature. Using bibliometric analysis, we characterize the existing cryptocurrency literature that employs high-f
Externí odkaz:
https://doaj.org/article/b26842d5f1c3452a9996a8f969df2fa6
Publikováno v:
Cogent Economics & Finance, Vol 12, Iss 1 (2024)
The aim of this paper is to assess whether the availability of high-frequency data enhances the accuracy of extreme market risk estimation in comparison to low-frequency data by using Value-at-risk (VaR) and Expected shortfall (ES). The sample data u
Externí odkaz:
https://doaj.org/article/d0fca4863d3b468ab540a5bebe797f4c
Autor:
Guglielmo Maria Caporale, Alex Plastun
Publikováno v:
Cogent Economics & Finance, Vol 12, Iss 1 (2024)
AbstractDifferences in the behaviour of asset prices depending on data frequency have not been thoroughly investigated in the literature despite their possible importance. In particular, high-frequency data might contain more information about financ
Externí odkaz:
https://doaj.org/article/2ee761231df844d0b5b686a88081f164
Publikováno v:
Review of Behavioral Finance, 2023, Vol. 16, Issue 1, pp. 39-59.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/RBF-06-2022-0151
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 11, Iss 2, Pp 149-168 (2024)
A novel theoretical result on estimation of the local time and the occupation time measure of an α-stable Lévy process with $\alpha \in (1,2)$ is presented. The approach is based upon computing the conditional expectation of the desired quantities
Externí odkaz:
https://doaj.org/article/8bb0fe715e974ac59e7b845f26041ec1
Publikováno v:
Scientific Reports, Vol 14, Iss 1, Pp 1-8 (2024)
Abstract The studies have focused on changes in CO2 emissions over different periods, including the COVID-19 pandemic. Even if CO2 emissions are temporarily reduced during the pandemic according to annual figures, this may be misleading. Considering
Externí odkaz:
https://doaj.org/article/84bb50d8d5ac43de8b4a19a593aa1d86
Autor:
Chongkai Xie, Honglong You
Publikováno v:
Mathematics, Vol 12, Iss 18, p 2945 (2024)
In this paper, we propose a nonparametric estimator of ruin probability in the Wiener–Poisson risk model based on high-frequency data. The estimator is constructed via the Fourier-cosine method and the threshold technique, and the convergence rate
Externí odkaz:
https://doaj.org/article/84a74d4726724392bbbe36ba11b7c7a5