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NSYSU

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

Degree: Master, Applied Mathematics, 2016, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-160737

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} Edition):

Chen, Yuan-hao. “Influential Trade Detection in Stock Markets.” 2016. Thesis, NSYSU. Accessed May 31, 2020. 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 (7^{th} Edition):

Chen, Yuan-hao. “Influential Trade Detection in Stock Markets.” 2016. Web. 31 May 2020.

Vancouver:

Chen Y. Influential Trade Detection in Stock Markets. [Internet] [Thesis]. NSYSU; 2016. [cited 2020 May 31]. 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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2016, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Siregar, Bakti. “Statistical Analysis of Indonesia Stock Market.” 2016. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Siregar, Bakti. “Statistical Analysis of Indonesia Stock Market.” 2016. Web. 31 May 2020.

Vancouver:

Siregar B. Statistical Analysis of Indonesia Stock Market. [Internet] [Thesis]. NSYSU; 2016. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0703116-174342.

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

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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0812116-115349

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Huang, Kuan-Chich. “A Study on the Optimal Order Execution Problem for Stochastic Market Depth Models.” 2016. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0812116-115349.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Huang, Kuan-Chich. “A Study on the Optimal Order Execution Problem for Stochastic Market Depth Models.” 2016. Web. 31 May 2020.

Vancouver:

Huang K. A Study on the Optimal Order Execution Problem for Stochastic Market Depth Models. [Internet] [Thesis]. NSYSU; 2016. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0812116-115349.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2017, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0012117-194528

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Lai, Yu-Jin. “Machine Learning Pairs Trading.” 2017. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0012117-194528.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Lai, Yu-Jin. “Machine Learning Pairs Trading.” 2017. Web. 31 May 2020.

Vancouver:

Lai Y. Machine Learning Pairs Trading. [Internet] [Thesis]. NSYSU; 2017. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0012117-194528.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2017, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-120627

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Li, Ya-wen. “A study on the characteristics of financial network and its visualization.” 2017. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-120627.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Li, Ya-wen. “A study on the characteristics of financial network and its visualization.” 2017. Web. 31 May 2020.

Vancouver:

Li Y. A study on the characteristics of financial network and its visualization. [Internet] [Thesis]. NSYSU; 2017. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-120627.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2017, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619117-175435

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Yang, Bo-Cheng. “A two-stage financial network model.” 2017. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619117-175435.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Yang, Bo-Cheng. “A two-stage financial network model.” 2017. Web. 31 May 2020.

Vancouver:

Yang B. A two-stage financial network model. [Internet] [Thesis]. NSYSU; 2017. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619117-175435.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2009, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727109-152711

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Chen, Hsin-jung. “Mutual fund portfolio optimization for investment-linked insurance.” 2009. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727109-152711.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Chen, Hsin-jung. “Mutual fund portfolio optimization for investment-linked insurance.” 2009. Web. 31 May 2020.

Vancouver:

Chen H. Mutual fund portfolio optimization for investment-linked insurance. [Internet] [Thesis]. NSYSU; 2009. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0727109-152711.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2010, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0209110-195502

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Yu, Chien-Hui. “Studies on the efficiencies and elasticities of high frequency transaction data of Taiwan Stock Market.” 2010. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0209110-195502.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Yu, Chien-Hui. “Studies on the efficiencies and elasticities of high frequency transaction data of Taiwan Stock Market.” 2010. Web. 31 May 2020.

Vancouver:

Yu C. Studies on the efficiencies and elasticities of high frequency transaction data of Taiwan Stock Market. [Internet] [Thesis]. NSYSU; 2010. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0209110-195502.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2010, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0804110-144650

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Tsai, Yi-Po. “A Study on The Random and Discrete Sampling Effect of Continuous-time Diffusion Model.” 2010. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0804110-144650.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Tsai, Yi-Po. “A Study on The Random and Discrete Sampling Effect of Continuous-time Diffusion Model.” 2010. Web. 31 May 2020.

Vancouver:

Tsai Y. A Study on The Random and Discrete Sampling Effect of Continuous-time Diffusion Model. [Internet] [Thesis]. NSYSU; 2010. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0804110-144650.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2011, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0121111-111251

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Li, Gen-liang. “A study on the parameter estimation based on rounded data.” 2011. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0121111-111251.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Li, Gen-liang. “A study on the parameter estimation based on rounded data.” 2011. Web. 31 May 2020.

Vancouver:

Li G. A study on the parameter estimation based on rounded data. [Internet] [Thesis]. NSYSU; 2011. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0121111-111251.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2011, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628111-172154

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Chiou, Hai-Tang. “On the estimation of time series regression coefficients with long range dependence.” 2011. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628111-172154.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Chiou, Hai-Tang. “On the estimation of time series regression coefficients with long range dependence.” 2011. Web. 31 May 2020.

Vancouver:

Chiou H. On the estimation of time series regression coefficients with long range dependence. [Internet] [Thesis]. NSYSU; 2011. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628111-172154.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2010, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114110-133726

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Pao, Hsiao-Yung. “On autocorrelation estimation of high frequency squared returns.” 2010. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114110-133726.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Pao, Hsiao-Yung. “On autocorrelation estimation of high frequency squared returns.” 2010. Web. 31 May 2020.

Vancouver:

Pao H. On autocorrelation estimation of high frequency squared returns. [Internet] [Thesis]. NSYSU; 2010. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114110-133726.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2013, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629113-172653

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Chen, Ching-wen. “Fourth-Order Spatial Correlation-Coefficient Across the Uplink Receiverâs Spatial Aperture for Non-Collinear Antennas.” 2013. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629113-172653.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Chen, Ching-wen. “Fourth-Order Spatial Correlation-Coefficient Across the Uplink Receiverâs Spatial Aperture for Non-Collinear Antennas.” 2013. Web. 31 May 2020.

Vancouver:

Chen C. Fourth-Order Spatial Correlation-Coefficient Across the Uplink Receiverâs Spatial Aperture for Non-Collinear Antennas. [Internet] [Thesis]. NSYSU; 2013. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0629113-172653.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2013, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624113-153135

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Lee, Hung. “Control Charts for integer-valued time series models with overdispersion.” 2013. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624113-153135.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Lee, Hung. “Control Charts for integer-valued time series models with overdispersion.” 2013. Web. 31 May 2020.

Vancouver:

Lee H. Control Charts for integer-valued time series models with overdispersion. [Internet] [Thesis]. NSYSU; 2013. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624113-153135.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2013, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0610113-172826

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Tsai, Pei-Hsun. “A study on the integer-valued time series models with overdispersion.” 2013. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0610113-172826.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Tsai, Pei-Hsun. “A study on the integer-valued time series models with overdispersion.” 2013. Web. 31 May 2020.

Vancouver:

Tsai P. A study on the integer-valued time series models with overdispersion. [Internet] [Thesis]. NSYSU; 2013. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0610113-172826.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0731114-144500

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Wu, Hui-shan. “Pairs Trading Strategy Based on State Space Models.” 2014. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0731114-144500.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Wu, Hui-shan. “Pairs Trading Strategy Based on State Space Models.” 2014. Web. 31 May 2020.

Vancouver:

Wu H. Pairs Trading Strategy Based on State Space Models. [Internet] [Thesis]. NSYSU; 2014. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0731114-144500.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0801114-140626

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Chung , Ying-Chieh. “Application of Probability and Statistics Theory in Actuarial Exam.” 2014. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0801114-140626.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Chung , Ying-Chieh. “Application of Probability and Statistics Theory in Actuarial Exam.” 2014. Web. 31 May 2020.

Vancouver:

Chung Y. Application of Probability and Statistics Theory in Actuarial Exam. [Internet] [Thesis]. NSYSU; 2014. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0801114-140626.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728114-212256

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Huang, Kai-hong. “Principal Expectile Components and Power Spiked Models.” 2014. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728114-212256.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Huang, Kai-hong. “Principal Expectile Components and Power Spiked Models.” 2014. Web. 31 May 2020.

Vancouver:

Huang K. Principal Expectile Components and Power Spiked Models. [Internet] [Thesis]. NSYSU; 2014. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728114-212256.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728114-212246

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Lin, Ching-yi. “Importance sampling estimation of portfolio expected shortfall via copula approach.” 2014. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728114-212246.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Lin, Ching-yi. “Importance sampling estimation of portfolio expected shortfall via copula approach.” 2014. Web. 31 May 2020.

Vancouver:

Lin C. Importance sampling estimation of portfolio expected shortfall via copula approach. [Internet] [Thesis]. NSYSU; 2014. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0728114-212246.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2012, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0710112-084937

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Pan, Tian-Tian. “Monte Carlo Statistical Methodsï¼Integration and Optimization.” 2012. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0710112-084937.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Pan, Tian-Tian. “Monte Carlo Statistical Methodsï¼Integration and Optimization.” 2012. Web. 31 May 2020.

Vancouver:

Pan T. Monte Carlo Statistical Methodsï¼Integration and Optimization. [Internet] [Thesis]. NSYSU; 2012. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0710112-084937.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2012, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706112-112847

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Hao Hsu, Chia-. “Analysis of Taiwan Stock Exchange high frequency transaction data.” 2012. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706112-112847.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Hao Hsu, Chia-. “Analysis of Taiwan Stock Exchange high frequency transaction data.” 2012. Web. 31 May 2020.

Vancouver:

Hao Hsu C. Analysis of Taiwan Stock Exchange high frequency transaction data. [Internet] [Thesis]. NSYSU; 2012. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0706112-112847.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2011, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0729111-155816

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Jan, Yi-An. “Model-Based Clustering for Gene Expression and Change Patterns.” 2011. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0729111-155816.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Jan, Yi-An. “Model-Based Clustering for Gene Expression and Change Patterns.” 2011. Web. 31 May 2020.

Vancouver:

Jan Y. Model-Based Clustering for Gene Expression and Change Patterns. [Internet] [Thesis]. NSYSU; 2011. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0729111-155816.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2015, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143557

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Wu, Po-sung. “Trading Strategy Based on Cointegration Pairs.” 2015. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143557.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Wu, Po-sung. “Trading Strategy Based on Cointegration Pairs.” 2015. Web. 31 May 2020.

Vancouver:

Wu P. Trading Strategy Based on Cointegration Pairs. [Internet] [Thesis]. NSYSU; 2015. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143557.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2015, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0608115-102943

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Yang, Tzung-cheng. “Analysis of Interval Time Series Data.” 2015. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0608115-102943.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Yang, Tzung-cheng. “Analysis of Interval Time Series Data.” 2015. Web. 31 May 2020.

Vancouver:

Yang T. Analysis of Interval Time Series Data. [Internet] [Thesis]. NSYSU; 2015. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0608115-102943.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2015, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143422

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Chiou, Min-chi. “Profit variables in pairs trading.” 2015. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143422.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Chiou, Min-chi. “Profit variables in pairs trading.” 2015. Web. 31 May 2020.

Vancouver:

Chiou M. Profit variables in pairs trading. [Internet] [Thesis]. NSYSU; 2015. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0607115-143422.

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

Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

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

Degree: Master, Applied Mathematics, 2018, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617118-151942

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Chen, Ke-jie. “Time Series Analysis with Unsupervised Learning.” 2018. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617118-151942.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Chen, Ke-jie. “Time Series Analysis with Unsupervised Learning.” 2018. Web. 31 May 2020.

Vancouver:

Chen K. Time Series Analysis with Unsupervised Learning. [Internet] [Thesis]. NSYSU; 2018. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617118-151942.

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

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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618118-182124

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} Edition):

Chen, Ding-wen. “Generalized Linear Model of Counts- Application to Prediction Traffic Flow.” 2018. Thesis, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618118-182124.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} Edition):

Chen, Ding-wen. “Generalized Linear Model of Counts- Application to Prediction Traffic Flow.” 2018. Web. 31 May 2020.

Vancouver:

Chen D. Generalized Linear Model of Counts- Application to Prediction Traffic Flow. [Internet] [Thesis]. NSYSU; 2018. [cited 2020 May 31]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0618118-182124.

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

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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0129113-213605

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} Edition):

Lin, Liang-Ching. “Goodness-of-fit test for Continuous Time Stochastic Volatility Models.” 2013. Doctoral Dissertation, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0129113-213605.

MLA Handbook (7^{th} Edition):

Lin, Liang-Ching. “Goodness-of-fit test for Continuous Time Stochastic Volatility Models.” 2013. Web. 31 May 2020.

Vancouver:

Lin L. Goodness-of-fit test for Continuous Time Stochastic Volatility Models. [Internet] [Doctoral dissertation]. NSYSU; 2013. [cited 2020 May 31]. 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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0113115-161317

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} Edition):

Wang, Cheng-Siang. “Statistical Inference of Bioinformatics, Wireless Communication and Economic Models.” 2015. Doctoral Dissertation, NSYSU. Accessed May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0113115-161317.

MLA Handbook (7^{th} Edition):

Wang, Cheng-Siang. “Statistical Inference of Bioinformatics, Wireless Communication and Economic Models.” 2015. Web. 31 May 2020.

Vancouver:

Wang C. Statistical Inference of Bioinformatics, Wireless Communication and Economic Models. [Internet] [Doctoral dissertation]. NSYSU; 2015. [cited 2020 May 31]. 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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-113628

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 May 31, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-113628.

MLA Handbook (7^{th} Edition):

Chiou, Hai-Tang. “Inference for regression models with time series errors â Inverse autocovariance matrix estimation and high dimensional model selection.” 2017. Web. 31 May 2020.

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 2020 May 31]. 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