Results 31 to 40 of about 3,038,976 (302)

The permanent rebellion: An interpretation of Mapuche uprisings under Chilean colonialism

open access: yesRadical Americas, 2021
This article approaches the rebellions of the Mapuche people from a longue-durée perspective, from the Occupation of the Araucanía in 1861 to the recent events of 2020.
doaj   +2 more sources

Long memory in German energy price indices [PDF]

open access: yes, 2012
This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration ...
Barros, CP, Caporale, GM, Gil-Alana, LA
core   +2 more sources

Forecasting volatility with component conditional autoregressive range model [PDF]

open access: yesفصلنامه بورس اوراق بهادار
The purpose of this research is to achieve a suitable model for forecasting volatility of a broad market index. In this paper the CCARR model is proposed for forecasting volatility and its estimation results are compared with the popular GARCH, CGARCH ...
MohammadMahdi Bahrololoum   +2 more
doaj   +1 more source

Testing for long memory in volatility in the Indian Forex market [PDF]

open access: yesEkonomski Anali, 2014
This article attempts to verify the presence of long memory in volatility in the Indian foreign exchange market using daily bilateral returns of the Indian Rupee against the US dollar from 17/02/1994 to 08/11/2013.
Kumar Anoop S.
doaj   +1 more source

Is Bitcoin’s Carbon Footprint Persistent? Multifractal Evidence and Policy Implications

open access: yesEntropy, 2022
The Bitcoin mining process is energy intensive, which can hamper the much-desired ecological balance. Given that the persistence of high levels of energy consumption of Bitcoin could have permanent policy implications, we examine the presence of long ...
Bikramaditya Ghosh, Elie Bouri
doaj   +1 more source

People have long memories

open access: yesVeterinary Record, 2020
Adrian Nelson-Pratt runs The Veterinary Business Consultancy, which offers business development support, coaching, mentoring and leadership training to the profession. We’re a few weeks into the Covid-19 crisis and we don’t yet know the shape of the curve in the UK.
openaire   +2 more sources

The neuronal response at extended timescales: long-term correlations without long-term memory

open access: yesFrontiers in Computational Neuroscience, 2014
Long term temporal correlations frequently appear at many levels of neural activity. We show that when such correlations appear in isolated neurons, they indicate the existence of slow underlying processes and lead to explicit conditions on the dynamics ...
Daniel eSoudry, Ron eMeir
doaj   +1 more source

Some Notes on the Formation of a Pair in Pairs Trading

open access: yesMathematics, 2020
The main goal of the paper is to introduce different models to calculate the amount of money that must be allocated to each stock in a statistical arbitrage technique known as pairs trading. The traditional allocation strategy is based on an equal weight
José Pedro Ramos-Requena   +2 more
doaj   +1 more source

Long sequence Hopfield memory*

open access: yesJournal of Statistical Mechanics: Theory and Experiment
Abstract Sequence memory is an essential attribute of natural and artificial intelligence that enables agents to encode, store, and retrieve complex sequences of stimuli and actions. Computational models of sequence memory have been proposed where recurrent Hopfield-like neural networks are trained with temporally asymmetric Hebbian ...
Tahir Chaudhry, Hamza   +3 more
openaire   +2 more sources

LONG MEMORY IN STOCK TRADING [PDF]

open access: yesInternational Journal of Theoretical and Applied Finance, 2004
Using a relationship between the moments of the probability distribution of times between the two consecutive trades (intertrade time distribution) and the moments of the distribution of a daily number of trades, we show that the underlying point process is essentially non-Markovian.
openaire   +4 more sources

Home - About - Disclaimer - Privacy