Results 51 to 60 of about 3,061,654 (200)

Structural Changes in Persistence of Mortality

Risks
Recent researchers have observed that long-memory is prevalent in mortality data. Related to a quantifiable measure of persistence, it is an important characteristic of mortality dynamics.
Wanying Fu, Barry R. Smith, Patrick Brewer   +2 more
doaj   +1 more source

Neural Network Approach in Forecasting Realized Variance Using High-Frequency Data

Business Systems Research, 2018
Background: Since high-frequency data have become available, an unbiased volatility estimator, i.e. realized variance (RV) can be computed. Commonly used models for RV forecasting suffer from strong persistence with a high sensitivity to the returns ...
Arnerić Josip, Poklepović Tea, Teai Juin Wen   +2 more
doaj   +1 more source

Subordinate Shares Pricing under Fractional-Jump Heston Model [PDF]

تحقیقات مالی, 2019
Objective: In this paper, while introducing Heston's model of stochastic variance, regarding the jump process and the long-term memory feature of prices, a new model for pricing subordinate shares is presented.
Omid Jenabi, Nazar Dahmardeh Ghaleno
doaj   +1 more source

Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets

International Journal of Financial Studies, 2016
In this study, the performance of the Multifractal Model of Asset Returns (MMAR) was examined for stock index returns of four emerging markets. The MMAR, which takes into account stylized facts of financial time series, such as long memory, fat tails and
Samet Günay
doaj   +1 more source

Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk

Entropy, 2022
We introduce simplicial persistence, a measure of time evolution of motifs in networks obtained from correlation filtering. We observe long memory in the evolution of structures, with a two power law decay regimes in the number of persistent simplicial ...
Jeremy Turiel, Paolo Barucca, Tomaso Aste   +2 more
doaj   +1 more source

Lipreading with long short-term memory [PDF]

2016 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2016
Accepted for publication at ICASSP ...
Michael Wand 0002, Jan Koutník, Jürgen Schmidhuber   +2 more
openaire   +2 more sources

Long-term memory retrieval bypasses working memory

NeuroImage, 2022
For decades, it has been assumed that when humans retrieve information from long-term memory (LTM), information need first to be brought back into working memory (WM). However, as WM capacity is limited, it is unclear what happens if information from LTM needs to be retrieved while WM is fully engaged?
Baiwei Liu, Xinyu Li, Jan Theeuwes, Benchi Wang   +3 more
openaire   +4 more sources

PEMODELAN AUTOREGRESSIVE FRACTIONALLY INTEGRATED MOVING AVERAGE (ARFIMA) UNTUK AKTIVITAS CURAH HUJAN DI KOTA MEDAN

Jurnal Lebesgue
The Autoregressive Fractionally Integrated Moving Average (ARFIMA) model is a development of the ARIMA model with the differencing values ​​being fractional numbers.
Muhammad Reja Sinaga, Sutarman Sutarman, Fibri Rakhmawati   +2 more
doaj   +1 more source

Seasonal Long Memory in Retail Sales in the G7 Countries

Fractal and Fractional
This article examines the seasonal patterns of retail sales in the G7 nations, a key component of private consumption. Using seasonal fractional integration, we assess whether shocks present a lasting or temporary effect on retail sales trends ...
Luis Alberiko Gil-Alana, Carlos Poza
doaj   +1 more source

Some shortcomings of long-term working memory [PDF]

, 2000
Within the framework of their long-term working memory theory, Ericsson and Kintsch (1995) propose that experts rapidly store information in long-term memory through two mechanisms: elaboration of long-term memory patterns and schemas and use of ...
Gobet, F
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