Sökning: "feature informativeness"
Hittade 2 avhandlingar innehållade orden feature informativeness.
1. Feature Informativeness, Curse-of-Dimensionality and Error Probability in Discriminant Analysis
Sammanfattning : This thesis is based on four papers on high-dimensional discriminant analysis. Throughout, the curse-of-dimensionality effect on the precision of the discrimination performance is emphasized. A growing dimension asymptotic approach is used for assessing this effect and the limiting error probability are taken as the performance criteria. LÄS MER
2. Off-exchange Trading in Modern Equity Markets : A Market Microstructure Perspective on Systematic Internalizers
Sammanfattning : Off-exchange trading has become a feature of the equity markets. This dissertation contains three articles that examine how off-exchange trading through systematic internalizers (SIs) affects inter-market competition and various features of market quality.Article I studies SIs' characteristics and the impact of SI operations on price efficiency. LÄS MER