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You searched for +publisher:"NSYSU" +contributor:("Shih-Feng Huang"). Showing records 1 – 30 of 30 total matches.

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NSYSU

1. Chen, Yuan-hao. Influential Trade Detection in Stock Markets.

Degree: Master, Applied Mathematics, 2016, NSYSU

 We use high frequency transaction data in NYSE, and investigate influential trade detection in stock markets. In part 1, We defined the influential trade in… (more)

Subjects/Keywords: support vector machine; k-nearest neighbors; logistic regression model; anomaly detection; volume-synchronized probability of informed(VPIN); influential trade; high frequency transaction data

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chen, Y. (2016). Influential Trade Detection in Stock Markets. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-160737

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Yuan-hao. “Influential Trade Detection in Stock Markets.” 2016. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-160737.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Yuan-hao. “Influential Trade Detection in Stock Markets.” 2016. Web. 18 Feb 2019.

Vancouver:

Chen Y. Influential Trade Detection in Stock Markets. [Internet] [Thesis]. NSYSU; 2016. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-160737.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen Y. Influential Trade Detection in Stock Markets. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-160737

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

2. Siregar, Bakti. Statistical Analysis of Indonesia Stock Market.

Degree: Master, Applied Mathematics, 2016, NSYSU

 Liberalization and economic integration become topics of discussion and research in recent years. Indonesia is one of the countries that actively participates in the achievement… (more)

Subjects/Keywords: GARCH; Clustering; Volatility; ARCH; AIC

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APA (6th Edition):

Siregar, B. (2016). Statistical Analysis of Indonesia Stock Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Siregar, Bakti. “Statistical Analysis of Indonesia Stock Market.” 2016. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Siregar, Bakti. “Statistical Analysis of Indonesia Stock Market.” 2016. Web. 18 Feb 2019.

Vancouver:

Siregar B. Statistical Analysis of Indonesia Stock Market. [Internet] [Thesis]. NSYSU; 2016. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Siregar B. Statistical Analysis of Indonesia Stock Market. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

3. Huang, Kuan-Chich. A Study on the Optimal Order Execution Problem for Stochastic Market Depth Models.

Degree: Master, Applied Mathematics, 2016, NSYSU

 Optimal order execution problem is an important issue faced by institutional traders, i.e. how should a trader splits a large order into small orders over… (more)

Subjects/Keywords: market depth; Markov decision process; optimal order execution problem; partitioning algorithm; Markov chain; Ornstein – Uhlenbeck process; high-frequency transaction

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APA (6th Edition):

Huang, K. (2016). A Study on the Optimal Order Execution Problem for Stochastic Market Depth Models. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0812116-115349

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Huang, Kuan-Chich. “A Study on the Optimal Order Execution Problem for Stochastic Market Depth Models.” 2016. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0812116-115349.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Huang, Kuan-Chich. “A Study on the Optimal Order Execution Problem for Stochastic Market Depth Models.” 2016. Web. 18 Feb 2019.

Vancouver:

Huang K. A Study on the Optimal Order Execution Problem for Stochastic Market Depth Models. [Internet] [Thesis]. NSYSU; 2016. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0812116-115349.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huang K. A Study on the Optimal Order Execution Problem for Stochastic Market Depth Models. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0812116-115349

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

4. Lai, Yu-Jin. Machine Learning Pairs Trading.

Degree: Master, Applied Mathematics, 2017, NSYSU

 Pairs trading is a comparative-value form of statistical arbitrage designed to use temporary random departures from equilibrium pricing between two stocks. In the first part,… (more)

Subjects/Keywords: cointegration; principal component analysis; profit; sliced inverse regression; spread; support vector machine

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APA (6th Edition):

Lai, Y. (2017). Machine Learning Pairs Trading. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0012117-194528

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lai, Yu-Jin. “Machine Learning Pairs Trading.” 2017. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0012117-194528.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lai, Yu-Jin. “Machine Learning Pairs Trading.” 2017. Web. 18 Feb 2019.

Vancouver:

Lai Y. Machine Learning Pairs Trading. [Internet] [Thesis]. NSYSU; 2017. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0012117-194528.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lai Y. Machine Learning Pairs Trading. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0012117-194528

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

5. Chen, Hsin-jung. Mutual fund portfolio optimization for investment-linked insurance.

Degree: Master, Applied Mathematics, 2009, NSYSU

 Investment-linked insurance in Taiwan has been listed for almost a decade since 2001. In 2002, after the big sales of the investment-linked insurance, the domestic… (more)

Subjects/Keywords: investment-linked insurance; utility function; mean-variance portfolio; risk neutral probability measure

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APA (6th Edition):

Chen, H. (2009). Mutual fund portfolio optimization for investment-linked insurance. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727109-152711

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Hsin-jung. “Mutual fund portfolio optimization for investment-linked insurance.” 2009. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727109-152711.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Hsin-jung. “Mutual fund portfolio optimization for investment-linked insurance.” 2009. Web. 18 Feb 2019.

Vancouver:

Chen H. Mutual fund portfolio optimization for investment-linked insurance. [Internet] [Thesis]. NSYSU; 2009. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727109-152711.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen H. Mutual fund portfolio optimization for investment-linked insurance. [Thesis]. NSYSU; 2009. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727109-152711

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

6. Yu, Chien-Hui. Studies on the efficiencies and elasticities of high frequency transaction data of Taiwan Stock Market.

Degree: Master, Applied Mathematics, 2010, NSYSU

 In this study, we apply "the equilibrium price" to investigate the efficiency and the elasticity of Taiwan securities trading market. The "the equilibrium price" of… (more)

Subjects/Keywords: Taiwan security market; Supply curve; Equilibrium price; Elasticity of supply; Elasticity of demand; Demand curve

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yu, C. (2010). Studies on the efficiencies and elasticities of high frequency transaction data of Taiwan Stock Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0209110-195502

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yu, Chien-Hui. “Studies on the efficiencies and elasticities of high frequency transaction data of Taiwan Stock Market.” 2010. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0209110-195502.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yu, Chien-Hui. “Studies on the efficiencies and elasticities of high frequency transaction data of Taiwan Stock Market.” 2010. Web. 18 Feb 2019.

Vancouver:

Yu C. Studies on the efficiencies and elasticities of high frequency transaction data of Taiwan Stock Market. [Internet] [Thesis]. NSYSU; 2010. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0209110-195502.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yu C. Studies on the efficiencies and elasticities of high frequency transaction data of Taiwan Stock Market. [Thesis]. NSYSU; 2010. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0209110-195502

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

7. Tsai, Yi-Po. A Study on The Random and Discrete Sampling Effect of Continuous-time Diffusion Model.

Degree: Master, Applied Mathematics, 2010, NSYSU

 High-frequency financial data are not only discretely sampled in time but the time separating successive observations is often random. We review the paper of Aït-Sahalia… (more)

Subjects/Keywords: high-frequency data; continues-time diffusion model; Hermite expansion; random sampling

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APA (6th Edition):

Tsai, Y. (2010). A Study on The Random and Discrete Sampling Effect of Continuous-time Diffusion Model. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0804110-144650

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tsai, Yi-Po. “A Study on The Random and Discrete Sampling Effect of Continuous-time Diffusion Model.” 2010. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0804110-144650.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tsai, Yi-Po. “A Study on The Random and Discrete Sampling Effect of Continuous-time Diffusion Model.” 2010. Web. 18 Feb 2019.

Vancouver:

Tsai Y. A Study on The Random and Discrete Sampling Effect of Continuous-time Diffusion Model. [Internet] [Thesis]. NSYSU; 2010. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0804110-144650.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tsai Y. A Study on The Random and Discrete Sampling Effect of Continuous-time Diffusion Model. [Thesis]. NSYSU; 2010. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0804110-144650

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

8. Li, Gen-liang. A study on the parameter estimation based on rounded data.

Degree: Master, Applied Mathematics, 2011, NSYSU

 Most recorded data are rounded to the nearest decimal place due to the precision of the recording mechanism. This rounding entails errors in estimation and… (more)

Subjects/Keywords: A-K corrected estimator; Approximate MLE; ARMA(p,q) model; Rounded data; SOS estimator; Variance reduction

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APA (6th Edition):

Li, G. (2011). A study on the parameter estimation based on rounded data. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0121111-111251

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Li, Gen-liang. “A study on the parameter estimation based on rounded data.” 2011. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0121111-111251.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, Gen-liang. “A study on the parameter estimation based on rounded data.” 2011. Web. 18 Feb 2019.

Vancouver:

Li G. A study on the parameter estimation based on rounded data. [Internet] [Thesis]. NSYSU; 2011. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0121111-111251.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li G. A study on the parameter estimation based on rounded data. [Thesis]. NSYSU; 2011. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0121111-111251

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

9. Chiou, Hai-Tang. On the estimation of time series regression coefficients with long range dependence.

Degree: Master, Applied Mathematics, 2011, NSYSU

 In this paper, we study the parameter estimation of the multiple linear time series regression model with long memory stochastic regressors and innovations. Robinson and… (more)

Subjects/Keywords: Parameter estimation; Multiple linear time series regression; Variance reduction; Long memory process; Gauss-Markov bound

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chiou, H. (2011). On the estimation of time series regression coefficients with long range dependence. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628111-172154

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chiou, Hai-Tang. “On the estimation of time series regression coefficients with long range dependence.” 2011. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628111-172154.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chiou, Hai-Tang. “On the estimation of time series regression coefficients with long range dependence.” 2011. Web. 18 Feb 2019.

Vancouver:

Chiou H. On the estimation of time series regression coefficients with long range dependence. [Internet] [Thesis]. NSYSU; 2011. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628111-172154.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chiou H. On the estimation of time series regression coefficients with long range dependence. [Thesis]. NSYSU; 2011. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628111-172154

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

10. Pao, Hsiao-Yung. On autocorrelation estimation of high frequency squared returns.

Degree: Master, Applied Mathematics, 2010, NSYSU

 In this paper, we investigate the problem of estimating the autocorrelation of squared returns modeled by diffusion processes with data observed at non-equi-spaced discrete times.… (more)

Subjects/Keywords: synchronization.; stochastic diffusion model; Poisson process; previous tick interpolation; squared return; high frequency data; Heston model; CIR model; autocorrelation function

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Pao, H. (2010). On autocorrelation estimation of high frequency squared returns. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114110-133726

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pao, Hsiao-Yung. “On autocorrelation estimation of high frequency squared returns.” 2010. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114110-133726.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pao, Hsiao-Yung. “On autocorrelation estimation of high frequency squared returns.” 2010. Web. 18 Feb 2019.

Vancouver:

Pao H. On autocorrelation estimation of high frequency squared returns. [Internet] [Thesis]. NSYSU; 2010. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114110-133726.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pao H. On autocorrelation estimation of high frequency squared returns. [Thesis]. NSYSU; 2010. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114110-133726

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

11. Chen, Ching-wen. Fourth-Order Spatial Correlation-Coefficient Across the Uplink Receiverâs Spatial Aperture for Non-Collinear Antennas.

Degree: Master, Applied Mathematics, 2013, NSYSU

 This paper derives the uplink received signalâs fourth-order spatial-correlation coefficient function across a receiving sensor-arrayâs aperture. This derivation is mathematically rigorous and is based on… (more)

Subjects/Keywords: Nonhomogeneous Poisson point process; Spatial correlation; Scatter channels; Multipath channels; Geometric model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chen, C. (2013). Fourth-Order Spatial Correlation-Coefficient Across the Uplink Receiverâs Spatial Aperture for Non-Collinear Antennas. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629113-172653

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Ching-wen. “Fourth-Order Spatial Correlation-Coefficient Across the Uplink Receiverâs Spatial Aperture for Non-Collinear Antennas.” 2013. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629113-172653.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Ching-wen. “Fourth-Order Spatial Correlation-Coefficient Across the Uplink Receiverâs Spatial Aperture for Non-Collinear Antennas.” 2013. Web. 18 Feb 2019.

Vancouver:

Chen C. Fourth-Order Spatial Correlation-Coefficient Across the Uplink Receiverâs Spatial Aperture for Non-Collinear Antennas. [Internet] [Thesis]. NSYSU; 2013. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629113-172653.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen C. Fourth-Order Spatial Correlation-Coefficient Across the Uplink Receiverâs Spatial Aperture for Non-Collinear Antennas. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629113-172653

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

12. Lee, Hung. Control Charts for integer-valued time series models with overdispersion.

Degree: Master, Applied Mathematics, 2013, NSYSU

 In this study we consider the integer-valued autoregressive (INAR) model with lognormal innovations which leads to overdispersion property. Freeland and McCabe (2004) derived the score… (more)

Subjects/Keywords: control chart; residuals; Poisson; INAR(1); overdispersion; lognormal

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APA (6th Edition):

Lee, H. (2013). Control Charts for integer-valued time series models with overdispersion. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624113-153135

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lee, Hung. “Control Charts for integer-valued time series models with overdispersion.” 2013. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624113-153135.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lee, Hung. “Control Charts for integer-valued time series models with overdispersion.” 2013. Web. 18 Feb 2019.

Vancouver:

Lee H. Control Charts for integer-valued time series models with overdispersion. [Internet] [Thesis]. NSYSU; 2013. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624113-153135.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lee H. Control Charts for integer-valued time series models with overdispersion. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624113-153135

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

13. Tsai, Pei-Hsun. A study on the integer-valued time series models with overdispersion.

Degree: Master, Applied Mathematics, 2013, NSYSU

 Time series of counts observed in practice often exhibit overdispersion. The integer-valued generalized autoregressive conditional heteroscedastic (Ingarch) models are commonly used for count time series… (more)

Subjects/Keywords: estimation; Generalized Poisson distribution; Poisson distribution; Ingarch; integer-value; overdispersion

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APA (6th Edition):

Tsai, P. (2013). A study on the integer-valued time series models with overdispersion. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0610113-172826

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tsai, Pei-Hsun. “A study on the integer-valued time series models with overdispersion.” 2013. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0610113-172826.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tsai, Pei-Hsun. “A study on the integer-valued time series models with overdispersion.” 2013. Web. 18 Feb 2019.

Vancouver:

Tsai P. A study on the integer-valued time series models with overdispersion. [Internet] [Thesis]. NSYSU; 2013. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0610113-172826.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tsai P. A study on the integer-valued time series models with overdispersion. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0610113-172826

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

14. Wu, Hui-shan. Pairs Trading Strategy Based on State Space Models.

Degree: Master, Applied Mathematics, 2014, NSYSU

 Pairs trading is a market-neutral investment strategy which matches its long and short investments one pair at a time. Consider two similar stocks which trade… (more)

Subjects/Keywords: cointegration; pairs trading; state space model; spread; Kalman filter

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wu, H. (2014). Pairs Trading Strategy Based on State Space Models. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0731114-144500

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wu, Hui-shan. “Pairs Trading Strategy Based on State Space Models.” 2014. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0731114-144500.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wu, Hui-shan. “Pairs Trading Strategy Based on State Space Models.” 2014. Web. 18 Feb 2019.

Vancouver:

Wu H. Pairs Trading Strategy Based on State Space Models. [Internet] [Thesis]. NSYSU; 2014. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0731114-144500.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu H. Pairs Trading Strategy Based on State Space Models. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0731114-144500

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

15. Chung , Ying-Chieh. Application of Probability and Statistics Theory in Actuarial Exam.

Degree: Master, Applied Mathematics, 2014, NSYSU

 This thesis investigates the methods of solving probability and statistics prob- lems in SOA & CAS actuarial exams. These exam problems are classified as 4… (more)

Subjects/Keywords: survival analysis; distribution function; event probability; simulation method; actuarial exam; Bayesâ theorem

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APA (6th Edition):

Chung , Y. (2014). Application of Probability and Statistics Theory in Actuarial Exam. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0801114-140626

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chung , Ying-Chieh. “Application of Probability and Statistics Theory in Actuarial Exam.” 2014. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0801114-140626.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chung , Ying-Chieh. “Application of Probability and Statistics Theory in Actuarial Exam.” 2014. Web. 18 Feb 2019.

Vancouver:

Chung Y. Application of Probability and Statistics Theory in Actuarial Exam. [Internet] [Thesis]. NSYSU; 2014. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0801114-140626.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chung Y. Application of Probability and Statistics Theory in Actuarial Exam. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0801114-140626

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

16. Huang, Kai-hong. Principal Expectile Components and Power Spiked Models.

Degree: Master, Applied Mathematics, 2014, NSYSU

 Principal component analysis is an extensively used dimension reduction tool for many kinds of high dimensional data. It is applied in many elds such as… (more)

Subjects/Keywords: principal components; expectile; dimension reduction; noise-reduction methodology; asymmetric norm; power spiked model; cross-data-matrix methodology

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Huang, K. (2014). Principal Expectile Components and Power Spiked Models. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728114-212256

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Huang, Kai-hong. “Principal Expectile Components and Power Spiked Models.” 2014. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728114-212256.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Huang, Kai-hong. “Principal Expectile Components and Power Spiked Models.” 2014. Web. 18 Feb 2019.

Vancouver:

Huang K. Principal Expectile Components and Power Spiked Models. [Internet] [Thesis]. NSYSU; 2014. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728114-212256.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huang K. Principal Expectile Components and Power Spiked Models. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728114-212256

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

17. Lin, Ching-yi. Importance sampling estimation of portfolio expected shortfall via copula approach.

Degree: Master, Applied Mathematics, 2014, NSYSU

 Expected shortfall is a measure of financial portfolio risk. In this study, we consider the problem of estimating expected shortfall of a portfolio. We use… (more)

Subjects/Keywords: D-vine; copula; kernel density estimation; expected shortfall; importance sampling; C-vine

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lin, C. (2014). Importance sampling estimation of portfolio expected shortfall via copula approach. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728114-212246

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lin, Ching-yi. “Importance sampling estimation of portfolio expected shortfall via copula approach.” 2014. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728114-212246.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lin, Ching-yi. “Importance sampling estimation of portfolio expected shortfall via copula approach.” 2014. Web. 18 Feb 2019.

Vancouver:

Lin C. Importance sampling estimation of portfolio expected shortfall via copula approach. [Internet] [Thesis]. NSYSU; 2014. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728114-212246.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin C. Importance sampling estimation of portfolio expected shortfall via copula approach. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728114-212246

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

18. Pan, Tian-Tian. Monte Carlo Statistical Methodsï¼Integration and Optimization.

Degree: Master, Applied Mathematics, 2012, NSYSU

 ããThis paper is refer to the chapter 1 to chapter 5 (except chapter 4 ) of the book, Monte Carlo Statistical Methods(second edition), the author… (more)

Subjects/Keywords: Importance Sampling; Simulated Annealing; Rounding Error; EM Algorithm; Envelope Accept-Reject Methods; Accept-Reject Methods

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APA (6th Edition):

Pan, T. (2012). Monte Carlo Statistical Methodsï¼Integration and Optimization. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0710112-084937

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pan, Tian-Tian. “Monte Carlo Statistical Methodsï¼Integration and Optimization.” 2012. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0710112-084937.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pan, Tian-Tian. “Monte Carlo Statistical Methodsï¼Integration and Optimization.” 2012. Web. 18 Feb 2019.

Vancouver:

Pan T. Monte Carlo Statistical Methodsï¼Integration and Optimization. [Internet] [Thesis]. NSYSU; 2012. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0710112-084937.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pan T. Monte Carlo Statistical Methodsï¼Integration and Optimization. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0710112-084937

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

19. Hao Hsu, Chia-. Analysis of Taiwan Stock Exchange high frequency transaction data.

Degree: Master, Applied Mathematics, 2012, NSYSU

 Taiwan Security Market is a typical order-driven market. The electronic trading system of Taiwan Security Market launched in 1998 significantly reduces the trade matching time… (more)

Subjects/Keywords: tabular cusum control chart; Taiwan Stock Exchange; exponentially weighted moving average method; high frequency transaction data; equilibrium price; efficiency; EWMA control chart

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hao Hsu, C. (2012). Analysis of Taiwan Stock Exchange high frequency transaction data. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706112-112847

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hao Hsu, Chia-. “Analysis of Taiwan Stock Exchange high frequency transaction data.” 2012. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706112-112847.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hao Hsu, Chia-. “Analysis of Taiwan Stock Exchange high frequency transaction data.” 2012. Web. 18 Feb 2019.

Vancouver:

Hao Hsu C. Analysis of Taiwan Stock Exchange high frequency transaction data. [Internet] [Thesis]. NSYSU; 2012. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706112-112847.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hao Hsu C. Analysis of Taiwan Stock Exchange high frequency transaction data. [Thesis]. NSYSU; 2012. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706112-112847

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

20. Jan, Yi-An. Model-Based Clustering for Gene Expression and Change Patterns.

Degree: Master, Applied Mathematics, 2011, NSYSU

 It is important to study gene expression and change patterns over a time period because biologically related gene groups are likely to share similar patterns.… (more)

Subjects/Keywords: Gene expression; Model-based clustering; Wavelet coefficients; Fourier coefficients; Yeast cell cycle data

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Jan, Y. (2011). Model-Based Clustering for Gene Expression and Change Patterns. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0729111-155816

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Jan, Yi-An. “Model-Based Clustering for Gene Expression and Change Patterns.” 2011. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0729111-155816.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Jan, Yi-An. “Model-Based Clustering for Gene Expression and Change Patterns.” 2011. Web. 18 Feb 2019.

Vancouver:

Jan Y. Model-Based Clustering for Gene Expression and Change Patterns. [Internet] [Thesis]. NSYSU; 2011. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0729111-155816.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jan Y. Model-Based Clustering for Gene Expression and Change Patterns. [Thesis]. NSYSU; 2011. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0729111-155816

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

21. Wu, Po-sung. Trading Strategy Based on Cointegration Pairs.

Degree: Master, Applied Mathematics, 2015, NSYSU

 Pairs trading is a statistical arbitrage strategy which gains profits via short-term deviations from a long-run equilibrium between two stocks. Traders take a long position… (more)

Subjects/Keywords: volatility; spread; profit; cointegration; pairs trading

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wu, P. (2015). Trading Strategy Based on Cointegration Pairs. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143557

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wu, Po-sung. “Trading Strategy Based on Cointegration Pairs.” 2015. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143557.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wu, Po-sung. “Trading Strategy Based on Cointegration Pairs.” 2015. Web. 18 Feb 2019.

Vancouver:

Wu P. Trading Strategy Based on Cointegration Pairs. [Internet] [Thesis]. NSYSU; 2015. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143557.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu P. Trading Strategy Based on Cointegration Pairs. [Thesis]. NSYSU; 2015. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143557

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

22. Yang, Tzung-cheng. Analysis of Interval Time Series Data.

Degree: Master, Applied Mathematics, 2015, NSYSU

 Conventional time series methods are developed for analyzing point-valued data. However, in practice there are many interval-valued time series data, which usually contain more information… (more)

Subjects/Keywords: vector error correction model; vector autoregressive model; interval stationarity; interval time series; interval forecasting

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yang, T. (2015). Analysis of Interval Time Series Data. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0608115-102943

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yang, Tzung-cheng. “Analysis of Interval Time Series Data.” 2015. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0608115-102943.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yang, Tzung-cheng. “Analysis of Interval Time Series Data.” 2015. Web. 18 Feb 2019.

Vancouver:

Yang T. Analysis of Interval Time Series Data. [Internet] [Thesis]. NSYSU; 2015. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0608115-102943.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yang T. Analysis of Interval Time Series Data. [Thesis]. NSYSU; 2015. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0608115-102943

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

23. Chiou, Min-chi. Profit variables in pairs trading.

Degree: Master, Applied Mathematics, 2015, NSYSU

 Pairs trading is a market neutral high leverage trading strategy. How to choose profitable trading pairs is an important issue. In this work, we perform… (more)

Subjects/Keywords: principal component analysis; sliced inverse regression; generalized association plots; profit; cointegration

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chiou, M. (2015). Profit variables in pairs trading. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143422

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chiou, Min-chi. “Profit variables in pairs trading.” 2015. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143422.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chiou, Min-chi. “Profit variables in pairs trading.” 2015. Web. 18 Feb 2019.

Vancouver:

Chiou M. Profit variables in pairs trading. [Internet] [Thesis]. NSYSU; 2015. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143422.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chiou M. Profit variables in pairs trading. [Thesis]. NSYSU; 2015. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143422

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

24. Li, Ya-wen. A study on the characteristics of financial network and its visualization.

Degree: Master, Applied Mathematics, 2017, NSYSU

 In this study we developed an R+Shiny tool for financial network, called SNARS, which can be utilized to analyze and visualize the characteristics of networks.… (more)

Subjects/Keywords: interactive interface; SNARS; network structure; visualization; Shiny

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Li, Y. (2017). A study on the characteristics of financial network and its visualization. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-120627

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Li, Ya-wen. “A study on the characteristics of financial network and its visualization.” 2017. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-120627.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, Ya-wen. “A study on the characteristics of financial network and its visualization.” 2017. Web. 18 Feb 2019.

Vancouver:

Li Y. A study on the characteristics of financial network and its visualization. [Internet] [Thesis]. NSYSU; 2017. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-120627.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li Y. A study on the characteristics of financial network and its visualization. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-120627

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

25. Yang, Bo-Cheng. A two-stage financial network model.

Degree: Master, Applied Mathematics, 2017, NSYSU

 We develop a two-stage procedure for constructing financial network. In the first stage, we build vector autoregressive (VAR) models for financial asset returns. To overcome… (more)

Subjects/Keywords: adaptive Lasso; Lasso; network; vector auto-regression

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yang, B. (2017). A two-stage financial network model. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619117-175435

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yang, Bo-Cheng. “A two-stage financial network model.” 2017. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619117-175435.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yang, Bo-Cheng. “A two-stage financial network model.” 2017. Web. 18 Feb 2019.

Vancouver:

Yang B. A two-stage financial network model. [Internet] [Thesis]. NSYSU; 2017. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619117-175435.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yang B. A two-stage financial network model. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619117-175435

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

26. Chen, Ke-jie. Time Series Analysis with Unsupervised Learning.

Degree: Master, Applied Mathematics, 2018, NSYSU

 This study is divided into two parts to discuss the combination of unsupervised learning and time series analysis. In the first part, we consider the… (more)

Subjects/Keywords: principal component analysis; long short-terms memory network; ARFIMA; B-spline; K-means clustering; hierarchical clustering; non-negative matrix factorization; SARIMA

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chen, K. (2018). Time Series Analysis with Unsupervised Learning. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617118-151942

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Ke-jie. “Time Series Analysis with Unsupervised Learning.” 2018. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617118-151942.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Ke-jie. “Time Series Analysis with Unsupervised Learning.” 2018. Web. 18 Feb 2019.

Vancouver:

Chen K. Time Series Analysis with Unsupervised Learning. [Internet] [Thesis]. NSYSU; 2018. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617118-151942.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen K. Time Series Analysis with Unsupervised Learning. [Thesis]. NSYSU; 2018. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617118-151942

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

27. Chen, Ding-wen. Generalized Linear Model of Counts- Application to Prediction Traffic Flow.

Degree: Master, Applied Mathematics, 2018, NSYSU

 This study discusses the applicability of the generalized linear model for count data in predicting the flow in Kaohsiung area. We consider poisson time series… (more)

Subjects/Keywords: Conway-Maxwell-Poisson Regression Model; Poisson Time Series Model; Mean Absolute Percentage Errors

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chen, D. (2018). Generalized Linear Model of Counts- Application to Prediction Traffic Flow. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618118-182124

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Ding-wen. “Generalized Linear Model of Counts- Application to Prediction Traffic Flow.” 2018. Thesis, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618118-182124.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Ding-wen. “Generalized Linear Model of Counts- Application to Prediction Traffic Flow.” 2018. Web. 18 Feb 2019.

Vancouver:

Chen D. Generalized Linear Model of Counts- Application to Prediction Traffic Flow. [Internet] [Thesis]. NSYSU; 2018. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618118-182124.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen D. Generalized Linear Model of Counts- Application to Prediction Traffic Flow. [Thesis]. NSYSU; 2018. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618118-182124

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

28. Lin, Liang-Ching. Goodness-of-fit test for Continuous Time Stochastic Volatility Models.

Degree: PhD, Applied Mathematics, 2013, NSYSU

 A goodness-of-fit test for stationary distributions of continuous time stochastic processes plays an important role in building up stochastic differential equation (SDE) models. In the… (more)

Subjects/Keywords: high frequency data; goodness-of-fit test; empirical characteristic function; bootstrap; Bickel-Rosenblatt test; integrated volatility; microstructure noise; signal-to-noise ratio; stochastic volatility models; V-statistics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lin, L. (2013). Goodness-of-fit test for Continuous Time Stochastic Volatility Models. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0129113-213605

Chicago Manual of Style (16th Edition):

Lin, Liang-Ching. “Goodness-of-fit test for Continuous Time Stochastic Volatility Models.” 2013. Doctoral Dissertation, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0129113-213605.

MLA Handbook (7th Edition):

Lin, Liang-Ching. “Goodness-of-fit test for Continuous Time Stochastic Volatility Models.” 2013. Web. 18 Feb 2019.

Vancouver:

Lin L. Goodness-of-fit test for Continuous Time Stochastic Volatility Models. [Internet] [Doctoral dissertation]. NSYSU; 2013. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0129113-213605.

Council of Science Editors:

Lin L. Goodness-of-fit test for Continuous Time Stochastic Volatility Models. [Doctoral Dissertation]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0129113-213605


NSYSU

29. Wang, Cheng-Siang. Statistical Inference of Bioinformatics, Wireless Communication and Economic Models.

Degree: PhD, Applied Mathematics, 2015, NSYSU

 In this thesis, we consider statistical inferences for Bioinformatics, Economics and Wireless Communication models. For application of Bioinformatics, we consider the complementary palindrome (CP) pattern… (more)

Subjects/Keywords: gene expression; Fourier; cytomegalovirus; Complementary palindromes; martingale; replication origin; spatial correlation; V statistic; wireless communication; Gaussian intensity

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wang, C. (2015). Statistical Inference of Bioinformatics, Wireless Communication and Economic Models. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0113115-161317

Chicago Manual of Style (16th Edition):

Wang, Cheng-Siang. “Statistical Inference of Bioinformatics, Wireless Communication and Economic Models.” 2015. Doctoral Dissertation, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0113115-161317.

MLA Handbook (7th Edition):

Wang, Cheng-Siang. “Statistical Inference of Bioinformatics, Wireless Communication and Economic Models.” 2015. Web. 18 Feb 2019.

Vancouver:

Wang C. Statistical Inference of Bioinformatics, Wireless Communication and Economic Models. [Internet] [Doctoral dissertation]. NSYSU; 2015. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0113115-161317.

Council of Science Editors:

Wang C. Statistical Inference of Bioinformatics, Wireless Communication and Economic Models. [Doctoral Dissertation]. NSYSU; 2015. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0113115-161317


NSYSU

30. Chiou, Hai-Tang. Inference for regression models with time series errors â Inverse autocovariance matrix estimation and high dimensional model selection.

Degree: PhD, Applied Mathematics, 2017, NSYSU

 Linear regression is a well-known method to establish relationship between responses and explanatory variables, and has been used extensively in practical applications. This dissertation consists… (more)

Subjects/Keywords: modified Cholesky decomposition; long-memory processes; heteroscedasticity; location-dispersion model; orthogonal greedy algorithm

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chiou, H. (2017). Inference for regression models with time series errors â Inverse autocovariance matrix estimation and high dimensional model selection. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-113628

Chicago Manual of Style (16th Edition):

Chiou, Hai-Tang. “Inference for regression models with time series errors â Inverse autocovariance matrix estimation and high dimensional model selection.” 2017. Doctoral Dissertation, NSYSU. Accessed February 18, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-113628.

MLA Handbook (7th Edition):

Chiou, Hai-Tang. “Inference for regression models with time series errors â Inverse autocovariance matrix estimation and high dimensional model selection.” 2017. Web. 18 Feb 2019.

Vancouver:

Chiou H. Inference for regression models with time series errors â Inverse autocovariance matrix estimation and high dimensional model selection. [Internet] [Doctoral dissertation]. NSYSU; 2017. [cited 2019 Feb 18]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-113628.

Council of Science Editors:

Chiou H. Inference for regression models with time series errors â Inverse autocovariance matrix estimation and high dimensional model selection. [Doctoral Dissertation]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-113628

.