Sökning: "feature informativeness"

Hittade 2 avhandlingar innehållade orden feature informativeness.

1. 1. Feature Informativeness, Curse-of-Dimensionality and Error Probability in Discriminant Analysis

   Författare :Tatjana Pavlenko; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Statistics; Matematik; Mathematics; feature selection; Discriminant analysis; feature informativeness; growing dimension assymptotics; operations research; operationsanalys; programmering; aktuariematematik; programming; actuarial mathematics; Statistik; Multivariate analysis; MATHEMATICS;

   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

3. 2. Off-exchange Trading in Modern Equity Markets : A Market Microstructure Perspective on Systematic Internalizers

   Författare :Fatemeh Aramian; Lars Nordén; Lu Liu; Bernt Arne Ødegaard; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Systematic internalizers; Off-exchange trading; Equity markets; Price efficiency; Liquidity; Trading costs; High-frequency traders; Regulation; Dealers; Inventory management; företagsekonomi; Business Administration;

   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