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  • Search: subject:"Round-off errors"
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Subject
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Round-off errors 3 Irreversibility 2 N-body simulation 2 Self-gravitating system 2 Correlation 1 Estimation theory 1 Hedging 1 Hedging coefficient 1 High-frequency financial data 1 Instability 1 Integrated covariance 1 Korrelation 1 Micro-market price adjustments and noises 1 Random sampling 1 Sampling 1 Schätztheorie 1 Separating information maximum likelihood (SIML) 1 Statistical error 1 Statistischer Fehler 1 Stichprobenerhebung 1
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Undetermined 3
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Article 3
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Kimura, Shigeo 2 Kiwata, Takahiro 2 Komatsu, Nobuyoshi 2 Kunitomo, Naoto 1 Misaki, Hiroumi 1 Sato, Seisho 1
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Physica A: Statistical Mechanics and its Applications 2 Asia-Pacific financial markets 1
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling
Kunitomo, Naoto; Misaki, Hiroumi; Sato, Seisho - In: Asia-Pacific financial markets 22 (2015) 3, pp. 333-368
Persistent link: https://www.econbiz.de/10011524812
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Numerical irreversibility in self-gravitating small N-body systems, II: Influence of instability affected by softening parameters
Komatsu, Nobuyoshi; Kiwata, Takahiro; Kimura, Shigeo - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 5, pp. 639-650
velocity inversion technique, we demonstrate that numerical irreversibility due to round-off errors appears more rapidly with …
Persistent link: https://www.econbiz.de/10011063649
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Numerical irreversibility in self-gravitating small N-body systems
Komatsu, Nobuyoshi; Kiwata, Takahiro; Kimura, Shigeo - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 10, pp. 2267-2278
Numerical irreversibility due to round-off errors appearing in self-gravitating N-body systems is investigated by means …
Persistent link: https://www.econbiz.de/10011057833
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