搜索结果: 1-15 共查到“High-Frequency”相关记录29条 . 查询时间(0.395 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimation of Common Factors for Microstructure Noise and Effcient Price in a High-frequency Dual Factor Model
高频双因子模型 微结构 噪声公因数 效率价格 估计
2023/4/17
We develop the Double Principal Component Analysis (DPCA) based on a dual factor structure for high-frequency intraday returns contaminated by microstructure noise. The dual factor structure allows a ...
High-Frequency Chip Brings Researchers Closer to Next Generation Technology（图）
high-frequency chip researchers next generation technology
2017/9/5
A novel, high-frequency electronic chip potentially capable of transmitting tens of gigabits of data per second — a rate that is orders of magnitude above the fastest internet speeds available today —...
High Frequency of Class 1 Integrons in Escherichia coli Isolated From Patients With Urinary Tract Infections in Yasuj, Iran
Integrons Urinary Tract Infections Multidrug Resistant Escherichia coli
2016/1/26
Background: Most urinary tract infections (UTI) are caused by Escherichia coli. Integrons have an important role in distributing antibiotic resistance genes among bacteria.
Objectives: The aim of thi...
The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response
Arms Race Frequent Batch
2015/9/18
The high-frequency trading arms race is a symptom of flawed market design. Instead
of the continuous limit order book market design that is currently predominant, we argue
that financial...
We investigate the divergence between these results and find that a virtually all of
the difference can be explained by the higher level of temporal and spatial aggregation. Since
our baseline...
Simulation of optically controlled GaN (Gallium Nitride) using analytical modeling of high frequency response and switching applications
Modeling analysis optical control gallium nitride ion dose ion energy ion range of parameters
2014/12/31
In this project, an analytical modeling of optically controlled Gallium Nitride has been presented here for an analysis of extrinsic and intrinsic parameters such as, gate capacitances including both ...
Comparison of High Frequency Positive Pressure Mechanical Ventilation (HFPPV) With Conventional Method in the Treatment of Neonatal Respiratory Failure
Respiratory Insufficiency Infant Newborn Ventilation
2015/9/29
Background: Respiratory failure is a major problem in neonatal medicine in all over the world and has different causes. Using mechanical ventilation is one of its major treatments.
High-Frequency Asymptotics for Lipschitz-Killing Curvatures of Excursion Sets on the Sphere
High-Frequency Asymptotics Spherical Ran-dom Fields Gaussian Subordination Lipschitz-Killing Curvatures Minkowski Functionals Excursion Sets
2013/5/2
In this paper, we shall be concerned with geometric functionals and excursion probabilities for some nonlinear transforms evaluated on Fourier components of spherical random fields. In particular, we ...
High-Frequency Tail Index Estimation by Nearly Tight Frames
High-Frequency Tail Index Estimation Nearly Tight Frames
2013/4/27
This work develops the asymptotic properties (weak consistency and Gaussianity), in the high-frequency limit, of approximate maximum likelihood estimators for the spectral parameters of Gaussian and i...
The High Frequency (HF) Ultrasound as a Useful Imaging Technique for the Efficacy Assessment of Different Anti-Cellulite Treatments
Aesthetic Medicine Cellulite Anti-Cellulite Treatment High Frequency Ultrasound Skin Ultrasound
2013/1/29
The purpose of the research was to evaluate the role of high frequency ultrasound in monitoring and efficacy assessment of anti-cellulite treatments. A group of 66 women used 3 different types of anti...
Study on Stock Index Futures’ Mean Reversion Effect and Arbitrage in China Based on High-Frequency Data
CSI 300 Index Future High-Frequency Data Futures-Spot Arbitrage Mean Reversion Effect Mispricing Ratio
2013/2/23
Based on 1 minute high frequency data, this paper constructs no-arbitrage band for CSI300 index futures, and empirically studies the futures-spot arbitrage. Furthermore, the mean reversion and its tim...
Estimation for Lévy processes from high frequency data within a long time interval
Adaptive nonparametric estimation high frequency data L´ evy processes projection estimators power variation
2011/6/17
In this paper, we study nonparametric estimation of the L´evy
density for L´evy processes, with and without Brownian component.
For this, we consider n discrete time observations with st...
Separate Control of High Frequency Electro-hydraulic Vibration Exciter
control valves electro-hydraulic system vibration exciter
2011/8/3
The working frequency of the conventional electro-hydraulic vibration exciters, which consist of a servo valve and a hydraulic cylinder, is generally restricted within a narrow range due to limited fr...
Empirical Limitations on High Frequency Trading Profitability
Empirical Limitations High Frequency Trading Profitability
2010/10/21
Addressing the ongoing examination of high-frequency trading practices in financial markets, we report the results of an extensive empirical study estimating the maximum possible profitability of the...
Propagation modeling and path loss prediction tools for high frequency surface wave radars
Groundwaves Surface waves High Frequency High Frequency Surface Wave Radar Mixed-Path Propagation Millington Effect Path Loss Parabolic Equation
2010/10/12
Propagation modeling and simulation approaches for the use of High Frequency Surface Wave Radar (HFSWR) are discussed. HFSWR uses vertically polarized surface waves along multi-mixed paths in the lowe...