Results 41 to 50 of about 3,061,654 (200)
Some Notes on the Formation of a Pair in Pairs Trading
Mathematics, 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
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Visual memory, the long and the short of it: A review of visual working memory and long-term memory [PDF]
Attention, Perception, & Psychophysics, 2018 The majority of research on visual memory has taken a compartmentalized approach, focusing exclusively on memory over shorter or longer durations, that is, visual working memory (VWM) or visual episodic long-term memory (VLTM), respectively. This tutorial provides a review spanning the two areas, with readers in mind who may only be familiar with one ...
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Time series aggregation, disaggregation and long memory [PDF]
, 2007 We study the aggregation/disaggregation problem of random parameter AR(1) processes and its relation to the long memory phenomenon. We give a characterization of a subclass of aggregated processes which can be obtained from simpler, "elementary", cases ...
A. Philippe +12 more
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Estimating Long Memory in Volatility [PDF]
Econometrica, 2005 We consider semiparametric estimation of the memory parameter in a model that includes as special cases both long-memory stochastic volatility and fractionally integrated exponential GARCH (FIEGARCH) models. Under our general model the logarithms of the squared returns can be decomposed into the sum of a long-memory signal and a white noise.
Hurvich, Clifford +2 more
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F211. Finding and fixing attentional dysfunction in schizophrenia [PDF]
, 2018 BACKGROUND Schizophrenia is the most debilitating health problem that exists, and its cognitive impairments are the greatest predictor of disability. Since the earliest clinical descriptions of the illness, abnormalities of attention have been at the ...
Reinhart, Robert
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Olfactory Memory: the Long and Short of It [PDF]
Chemical Senses, 1998 It has been proposed that memory for odors does not have a short-term (or working) memory system. The distinction between short- and long-term memory in other sensory modalities has been generally supported by three main lines of evidence: capacity differences between the proposed systems, evidence of differential coding, and differential memory losses
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Get the gist? The effects of processing depth on false recognition in short-term and long-term memory [PDF]
, 2014 Gist-based processing has been proposed to account for robust false memories in the converging-associates task. The deep-encoding processes known to enhance verbatim memory also strengthen gist memory and increase distortions of long-term memory (LTM ...
Flegal, Kristin E. +1 more
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Cumhuriyet Science JournalThe research delved into analysing the stochastic characteristics of Nigeria's Real GDP, the exchange rate of the Naira to US Dollar, and the inflation rate employing Autoregressive fractionally integrated moving average (ARFIMA) and the Autoregressive ...
Ayoade Adewole
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Optimal long term investment model with memory [PDF]
, 2005 We consider a financial market model driven by an R^n-valued Gaussian process with stationary increments which is different from Brownian motion. This driving noise process consists of $n$ independent components, and each component has memory described ...
Inoue, Akihiko, Nakano, Yumiharu
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Long-term potentiation and memory [PDF]
Philosophical Transactions of the Royal Society of London. Series B: Biological Sciences, 2003 Abstract The discovery of long-term potentiation (LTP) transformed research on the neurobiology of learning and memory. This did not happen overnight, but the discovery of an experimentally demonstrable phenomenon reflecting activity-driven neuronal and synaptic plasticity changed discussions about what might underlie learning from ...
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