Zobrazeno 1 - 10
of 204
pro vyhledávání: '"Pawelzik, K."'
Autor:
Rothenstein, R., Pawelzik, K.
It has been assumed that arbitrage profits are not possible in efficient markets, because future prices are not predictable. Here we show that predictability alone is not a sufficient measure of market efficiency. We instead propose to measure ineffi
Externí odkaz:
http://arxiv.org/abs/cond-mat/0403621
Autor:
Rothenstein, R., Pawelzik, K.
Publikováno v:
Physica A 326, 534-543(2003)
We present a novel microscopic stock market model consisting of a large number of random agents modeling traders in a market. Each agent is characterized by a set of parameters that serve to make iterated predictions of two successive returns. The fu
Externí odkaz:
http://arxiv.org/abs/nlin/0211010
Publikováno v:
In Neurocomputing 2001 38:105-110
Publikováno v:
In Neurocomputing 2001 38:1495-1501
Publikováno v:
In Handbook of Biological Physics 2001 4:969-1000
Publikováno v:
In Journal of Physiology - Paris 2000 94(5):555-567
Publikováno v:
In Journal of Physiology - Paris 2000 94(5):525-537
Publikováno v:
Nature Neuroscience. Apr2001, Vol. 4 Issue 4, p431. 6p.
Akademický článek
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Publikováno v:
Advances in Neural Information Processing Systems 15
Here we derive optimal gain functions for minimum mean square reconstruction from neural rate responses subjected to Poisson noise. The shape of these functions strongly depends on the length T of the time window within which spikes are counted in or
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1874::c52a2bbc5b3e9316a7959ad6526d09af
https://hdl.handle.net/11858/00-001M-0000-0013-DD98-C
https://hdl.handle.net/11858/00-001M-0000-0013-DD98-C