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Recently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequency datasets that now dominate the landscape. The purpose of this Special Issue is to collect both methodological and empirical papers that develop and utilize state-of-the-art econometric techniques for the analysis of such data.
level, slope, and curvature of the yield curve --- Nelson-Siegel factors --- supervised factor models --- combining forecasts --- principal components --- Minimum variance portfolio --- risk --- shrinkage --- S& --- P 500 --- high-frequency --- volatility --- forecasting --- realized measures --- bivariate GARCH --- Japanese candlestick --- ordered fuzzy number --- Kosiński’s number --- oriented fuzzy number --- dynamic analysis of securities --- integrated volatility --- high-frequency data --- jumps --- realized skewness --- cross-sectional stock returns --- signed jump variation --- long-range dependence --- log periodogram regression --- smoothed periodogram --- subsampling --- intraday returns --- portfolio selection --- maximum diversification --- regularization
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Recently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequency datasets that now dominate the landscape. The purpose of this Special Issue is to collect both methodological and empirical papers that develop and utilize state-of-the-art econometric techniques for the analysis of such data.
Economics, finance, business & management --- level, slope, and curvature of the yield curve --- Nelson-Siegel factors --- supervised factor models --- combining forecasts --- principal components --- Minimum variance portfolio --- risk --- shrinkage --- S& --- P 500 --- high-frequency --- volatility --- forecasting --- realized measures --- bivariate GARCH --- Japanese candlestick --- ordered fuzzy number --- Kosiński’s number --- oriented fuzzy number --- dynamic analysis of securities --- integrated volatility --- high-frequency data --- jumps --- realized skewness --- cross-sectional stock returns --- signed jump variation --- long-range dependence --- log periodogram regression --- smoothed periodogram --- subsampling --- intraday returns --- portfolio selection --- maximum diversification --- regularization
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This Special Issue collects original research articles discussing cutting-edge work as well as perspectives on future directions in the whole range of theoretical and practical aspects in these research areas: i) Theory of fuzzy systems and soft computing; ii) Learning procedures; iii) Decision-making applications employing fuzzy logic and soft computing.
Research & information: general --- Mathematics & science --- fuzzy partition --- fuzzy transform --- new iterative method --- Cauchy problems --- ANFIS --- basmati rice --- image processing --- grading --- quality assessment --- fuzzy inference system --- causality --- statistics --- concept-mapping --- causal graph --- numerical methods --- systems of ordinary differential equations --- NIM --- fuzzy logics --- linear motion blur --- fuzzy deblurring --- electron beam calibration --- signal and image processing --- propagation modeling --- adaptive-network-based fuzzy system --- LoRa & --- LoRaWAN --- radio wave propagation --- artificial neural networks --- subtracting clustering --- dual double fuzzy semi-metric --- double fuzzy semi-metric --- fuzzy semi-metric space --- triangle inequality --- triangular norm --- eye gaze tracking --- interval type-2 fuzzy logic --- vision system --- mobile robots --- intelligent control --- ordered fuzzy number --- fuzzy relation --- preorder --- strict order --- equivalence relation --- variable neighborhood search --- experimental comparison --- statistical analysis --- traveling salesman problem --- soft computing --- modeling --- vector optimization --- methods of solution of vector problems --- optimal decision-making --- numerical realization of decision-making --- n/a
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