Results 221 to 230 of about 55,395 (322)

A Stochastic Tree for Bubble Asset Modelling and Pricing

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a new stochastic tree representation of a strictly stationary submartingale process for modelling, forecasting, and pricing speculative bubbles on commodity and cryptocurrency markets. The model is compared to other trees proposed in the literature on bubble asset modelling and stochastic volatility approximation. We show that the
Christian Gourieroux, Joann Jasiak
wiley   +1 more source

Cryptocurrency Trading and Associated Mental Health Factors: A Scoping Review. [PDF]

open access: yesJ Prim Care Community Health
Jain L   +5 more
europepmc   +1 more source

Markov Determinantal Point Process for Dynamic Random Sets

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT The Law of Determinantal Point Process (LDPP) is a flexible parametric family of distributions over random sets defined on a finite state space, or equivalently over multivariate binary variables. The aim of this paper is to introduce Markov processes of random sets within the LDPP framework. We show that, when the pairwise distribution of two
Christian Gouriéroux, Yang Lu
wiley   +1 more source

mixFOCuS: A Communication‐Efficient Online Changepoint Detection Method in Distributed System for Mixed‐Type Data

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT With the advent of the Internet of Things, it is increasingly common to have large networks of sensors, where each sensor may collect different types of data, has limited local computing resources and the ability to transmit data to a central cloud. Detecting events that trigger changes in sensor data properties is a key concern.
Ziyang Yang   +2 more
wiley   +1 more source

Herding unmasked: Insights into cryptocurrencies, stocks and US ETFs. [PDF]

open access: yesPLoS One
Nguyen APN   +3 more
europepmc   +1 more source

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