Autoregressive conditional heteroskedasticity

Results: 926



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11Business / Economy of the United States / Time series analysis / General Electric / RCA / Rockefeller Center / Thomas Edison / Autoregressive conditional heteroskedasticity / Wind power / Manufacturing

Utilizing Green Energy Prediction to Adapt to Energy Supply Variability when Scheduling Mixed Batch and Service Jobs in Data Centers Baris Aksanli, Jagannathan Venkatesh, Liuyi Zhang and Tajana Rosing UC San Diego

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Source URL: seelab.ucsd.edu

Language: English - Date: 2013-05-28 14:39:08
12Mathematical finance / Applied mathematics / Finance / Money / Markov chain / Autoregressive conditional heteroskedasticity / Volatility / Futures contract / Hedge / Value at risk

Microsoft PowerPoint - Alizadeh_Nomikos_Pouliasis.ppt

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:46:56
13Statistics / Mathematical analysis / Probability / Mathematical finance / Signal processing / Probability distributions / Linear filters / Technical analysis / Volatility / Autoregressive conditional heteroskedasticity / Gaussian filter / Normal distribution

Suppose that investors observe signals (like accounting data) that noisily reflect the true value of the firm:

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Source URL: www.econ.ohio-state.edu

Language: English - Date: 2012-01-12 12:02:17
14Statistics / Estimation theory / M-estimators / Time series models / Noise / Signal processing / Expectationmaximization algorithm / Autoregressive model / Maximum likelihood estimation / Mixture model / Support vector machine / Autoregressive conditional heteroskedasticity

13th International Society for Music Information Retrieval Conference (ISMIRMULTIVARIATE AUTOREGRESSIVE MIXTURE MODELS FOR MUSIC AUTO-TAGGING Emanuele Coviello

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Source URL: eceweb.ucsd.edu

Language: English - Date: 2015-07-31 19:00:27
15Statistics / Mathematical finance / Actuarial science / Probability distributions / Estimation theory / Technical analysis / Quantile / Volatility / Regression analysis / Value at risk / Normal distribution / Autoregressive conditional heteroskedasticity

Forecasting Value-at-Risk by Estimating the Quantiles of the Intra-Day Low and High Series Xiaochun Meng & James W. Taylor

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:21:56
16Mathematical finance / Options / Applied mathematics / Statistics / Technical analysis / Economy / Stochastic volatility / Markov models / Volatility / Autoregressive conditional heteroskedasticity / Economic model / Markov chain

Penn Institute for Economic Research Department of Economics University of Pennsylvania 3718 Locust Walk Philadelphia, PA

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Source URL: economics.sas.upenn.edu

Language: English - Date: 2013-07-01 13:29:16
17Econometrics / Autoregressive conditional heteroskedasticity / Time series analysis

GM_Test_15_07_07_final.dvi

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 00:05:16
18Control theory / Statistics / Signal processing / Time series analysis / Statistical inference / Cybernetics / Adaptive control / Nonlinear control / Systems theory / Systems science / Autoregressive conditional heteroskedasticity / Estimation theory

MITSUBISHI ELECTRIC RESEARCH LABORATORIES http://www.merl.com Learning-Based Modular Indirect Adaptive Control for a Class of Nonlinear Systems Benosman, M.; Farahmand, A.-M.

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Source URL: www.merl.com

Language: English - Date: 2016-08-02 12:27:17
19Time series analysis / Statistics / Econometrics / Formal sciences / Noise / Economic model / Cointegration / Granger causality / Autoregressive conditional heteroskedasticity / Autoregressivemoving-average model / Maximum likelihood estimation / Scientific modelling

Microsoft Word - slides.docx

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Source URL: web.uvic.ca

Language: English - Date: 2014-07-04 18:43:12
20Statistics / Data / Time series models / Teams / Time series analysis / Noise / Autoregressive model / Signal processing / Akaike information criterion / Fielding / Autoregressive conditional heteroskedasticity / Spatial analysis

ESTIMATING FIELDING ABILITY IN BASEBALL PLAYERS OVER TIME James Martin Piette III A DISSERTATION in Statistics

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Source URL: stat.wharton.upenn.edu

Language: English - Date: 2011-07-24 13:19:36
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