Sökning: "High frequency data"

Visar resultat 1 - 5 av 979 avhandlingar innehållade orden High frequency data.

  1. 1. Time series modelling of high frequency stock transaction data

    Författare :Shahiduzzaman Quoreshi; Kurt Brännäs; Per Johansson; Umeå universitet; []
    Nyckelord :Economics; Count data; Intra-day; High frequency; Time series; Estimation; Long memory; Finance; Nationalekonomi; Econometrics; ekonometri;

    Sammanfattning : .... LÄS MER

  2. 2. Modeling financial volatility : A functional approach with applications to Swedish limit order book data

    Författare :Suad Elezovic; Xavier de Luna; Gunnar Rosenqvist; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Financial data; functional time series; multivariate generalized least squares; seemingly unrelated autoregression; Statistics; computer and systems science; Statistik; data- och systemvetenskap; ekonometri; Econometrics;

    Sammanfattning : This thesis is designed to offer an approach to modeling volatility in the Swedish limit order market. Realized quadratic variation is used as an estimator of the integrated variance, which is a measure of the variability of a stochastic process in continuous time. LÄS MER

  3. 3. Multi-Gigabaud Millimeter-Wave Communication - Challenges and Solutions

    Författare :Jingjing Chen; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; phase noise; high-order modulation; 5G; multi-gigabaud; PAM-4; high data rate; white noise; multi-gigabit; phase noise mitigation; 64-QAM; mobile backhaul; VCSEL driver; Frequency multiplier; modem; high frequency oscillator; multiplicative noise; power detector; fronthaul; millimeter-wave communication;

    Sammanfattning : A major challenge in future mobile networks is to overcome the capacity barrier in wireless communication. Utilizing large bandwidth at higher frequencies is key to enabling capacity upgrade for next generation mobile networks (5G). LÄS MER

  4. 4. High Data Throughput CMOS Circuits

    Författare :Anders Edman; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : This thesis describes some high-performance digital CMOS circuits and the design of these circuits.The goal is to have a higher utilization of standard CMOS processes in order to increase performance of digital circuits. This is done without the use of aggressive processes. LÄS MER

  5. 5. Flood Prediction in data-scarce basins : Maximising the value of limited hydro-meteorological data

    Författare :José Eduardo Reynolds Puga; Sven Halldin; Chong-Yu Xu; Jan Seibert; Thomas J. Grabs; Vazken Andréassian; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Floods; data scarcity; value of information; rainfall-runoff modelling; regionalisation; rainfall-forecasts; event-based calibration; climatological day; discharge day; temporal resolution; modelling time-step.; Databrist; flödestoppsbaserad kalibrering; högflöde; informationsvärde; klimatologiskt dygn; nederbörds-avrinningsmodell; modelltidssteg; regionalisering; regnprognos; tids-upplösning; vattenföringsdygn; översvämning.; Inundaciones; falta de datos; valor de información; modelos lluvia escorrentía; regionalización; pronósticos de lluvia; definición del día; resolución temporal; paso de tiempo.;

    Sammanfattning : Floods pose a threat to society that can cause large socio-economic damages and loss of life in many parts of the world. Flood-forecasting models are required to provide simulations at temporal resolutions higher than a day in basins with concentration times smaller than 24 h. LÄS MER