Results 11 to 20 of about 405,329 (192)

Signal and Noise in Correlation Matrix [PDF]

, 2004
Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to compute eigenvalue invariants of the covariance (correlation) matrix ...
A. Görlich, A. Jarosz, Burda, Crisanti, Feinberg, J. Jurkiewicz, Opper, Silverstein, Z. Burda   +8 more
core   +1 more source

Governing boards and perceived performance of secondary schools: Preliminary evidence from a developing country [PDF]

, 2015
Purpose – The purpose of this paper is to report the results of a study carried out to determine the effect of governing boards on the performance of Ugandan secondary schools.
Muhwezi, M., Nkundabanyanga, S.K., Tauringana, Venancio   +2 more
core   +1 more source

Waiting times between orders and trades in double-auction markets [PDF]

, 2006
In this paper, the survival function of waiting times between orders and the corresponding trades in a double-auction market is studied both by means of experiments and of empirical data.
Alessandra Tedeschi, Barabási, Bauwens, Bertram, Ch. Ivanov, Chiarella, Clark, Cox, Cramér, Dacorogna, Engle, Engle, Enrico Scalas, Farmer, Goodhart, Gorenflo, Hilfer, Jürgen Huber, Kaizoji, Kim, Kutner, Li Calzi, Lo, Lo, Luckock, Madhavan, Mainardi, Mandelbrot, Masoliver, Michael Kirchler, Montroll, O’Hara, Plerou, Press, Raberto, Raberto, Raberto, Rydberg, Sabatelli, Scalas, Scalas, Scalas, Scalas, Scalas, Smith, Stephens, Taisei Kaizoji, Zumbach   +47 more
core   +2 more sources

WARNING: Physics Envy May Be Hazardous To Your Wealth! [PDF]

, 2010
The quantitative aspirations of economists and financial analysts have for many years been based on the belief that it should be possible to build models of economic systems - and financial markets in particular - that are as predictive as those in ...
A Blinder, A Damasio, A Hull, A Khandani, A Khandani, A Lo, A Lo, A Lo, A Lo, A Lo, A Lo, A Lo, Andrew W. Lo, B Lehmann, C Lloyd, D Crane, D Duffie, D Farmer, D Farmer, D Li, E Lorenz, E Peters, E Rolls, E Sirri, F Knight, F Reif, F Salmon, G Debreu, G Debreu, G Gigerenzer, G Loewenstein, H Scarf, H Theil, H White, J Bouchaud, J Caouette, J Coffee, J Elster, J Hamilton, J Hamilton, J Hawkins, J Lintner, J Muth, J Nash, J Satow, J Stiglitz, J Stiglitz, J Tinbergen, J Tobin, J Von Neumann, Kenneth Arrow, L Klein, L Pickard, M Gitterman, Mark T. Mueller, N Taleb, P Cootner, P Diaconis, P Samuelson, P Samuelson, P Samuelson, R Lucas, R Mantegna, R Mantegna, R Merton, R Merton, R Solow, S Grossberg, S Labaton, S Weinberg, S Woodward, Steven H Strogatz, T Brennan, T De Jong, T Masters, T Philippon, W Sharpe   +76 more
core   +3 more sources

The British Accounting Review - characteristics of papers submitted and accepted, 1997 to 2006 [PDF]

, 2008
not ...
Beattie, V., Emmanuel, C.
core   +1 more source

The near-extreme density of intraday log-returns [PDF]

, 2011
The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.
Chakraborti, Anirban, Millot, Nicolas, Politi, Mauro   +2 more
core   +5 more sources

Regularizing Portfolio Optimization [PDF]

, 2009
The optimization of large portfolios displays an inherent instability to estimation error. This poses a fundamental problem, because solutions that are not stable under sample fluctuations may look optimal for a given sample, but are, in effect, very far
Acerbi C, Acerbi C Nordio C Sirtori C, Bengio Y, Bertsekas D P, Bordes A, Bottou L, Bouchaud J-Ph, Burda Z, Chopra V K, DeMiguel V, Elton E J, Embrechts P, Frahm G, Frahm G Memmel Ch, Gulyas N Kondor I, Imre Kondor, Jobson J D, Jorion P, Kempf A, Kondor I Varga-Haszonits I, Macrae R, Markowitz H, Morgan J P Reuters Riskmetrics, Perez-Cruz F, Potters M, Rockafellar R T, Schölkopf B, Schölkopf B, Susanne Still, Tibshirani R, Vanderbei R J, Vapnik V, Vapnik V, Vapnik V, Varga-Haszonits I   +34 more
core   +2 more sources

Text Analytics for Android Project [PDF]

, 2014
Most advanced text analytics and text mining tasks include text classification, text clustering, building ontology, concept/entity extraction, summarization, deriving patterns within the structured data, production of granular taxonomies, sentiment and ...
Abul Seoud, Anholt, BusinessAnalytics, Butleranalytics, Fagan, Gartner, He, Hettne, Kaklauskas, Kaklauskas, Kamel Boulos, Liew, Machine Learning Market, Marwick, Miner, Mostafa, Nguyen, Piedra, Stackoverflow, Truyens, Witten, Wu   +21 more
core   +1 more source

Priorities for the Distribution of Interbudgetary Transfers Under the Conditions of Fiscal Decentralization in Ukraine [PDF]

, 2020
The article is devoted to the problem of the distribution of intergovernmental transfers in Ukraine, taking into account fiscal decentralization trends. To perform the delegated functions, local governments need to have sufficient funding.
Sarnetska, Y. (Yana)
core   +3 more sources

The optimal use of return predictability : an empirical study [PDF]

, 2011
In this paper we study the economic value and statistical significance of asset return predictability, based on a wide range of commonly used predictive variables.
Abhay Abhyankar, Alexander Stremme, Cochrane, Devraj Basu   +3 more
core   +2 more sources