Search Results - subject:"multiresolution"

Regime Identification in Limit Order Books

Trendafilov, Rossen; Rengifo, Erick W - Economics Department, Fordham University - 2012

This article develops and implements a new methodology for identifying intraday information regimes in limit order books. Based on Lehmann (2008), in an information regime all the information is trade related and arrives via order ?ow and, the fundamental value that underlines the prices does...

Persistent link: https://www.econbiz.de/10011183094

Polarization, growth and social policy in the case of Israel, 1997 - 2008

García-Fernándeza, Rosa María; Gottlieb, Daniel; … - Institut für Weltwirtschaft (IfW) - 2012

poles. The statistical models compared are a multi-resolution analysis (MRA) and a log-normal approach (LNA). We find the …

Persistent link: https://www.econbiz.de/10010983174

Multiresolution SVD Based Image Watermarking Scheme Using Noise Visibility Function

Majumder, Swanirbhar - In: International Journal of Applied Evolutionary … 8 (2017) 1, pp. 38-48

, firstly the Multi-Resolution Singular Value Decomposition (MR-SVD) and an image adaptive algorithm on the lines of the human …) with cell based operation for multi-resolution behavior like wavelets. So, by embedding the watermark in the Eigen values …

Persistent link: https://www.econbiz.de/10012042710

Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas

Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Energy economics 67 (2017), pp. 476-495

Persistent link: https://www.econbiz.de/10011897955

Wavelets based multiscale analysis of select global equity returns

Bhandari, Avishek - In: Theoretical and applied economics : GAER review 24 (2017) 4, pp. 75-88

Persistent link: https://www.econbiz.de/10011795200

A wavelet approach for factor‐augmented forecasting

Rua, António - In: Journal of Forecasting 30 (2011) 7, pp. 666-678

multi-resolution analysis, a time series can be decomposed into different timescale components and a model can be fitted to …

Persistent link: https://www.econbiz.de/10010990712

Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems

Li, Yushu - School of Economics and Management, University of Aarhus - 2011

sensitivity of the surveillance system to outliers, we finally present a wavelet multiresolution (MRA) based outlier elimination …

Persistent link: https://www.econbiz.de/10009293966

Polarization, growth and social policy. The case of Israel, 1997 to 2008

García-Fernández, Rosa; Gottlieb, Daniel; … - Society for the Study of Economic Inequality - ECINEQ - 2011

multiresolution analysis, to the measurement of polarization to Israeli income data over the past decade. This methodology allows us …

Persistent link: https://www.econbiz.de/10008789859

Reframing the influence of national culture with theory-based multi-resolution simulation models

Fox, Stephen - In: Management Research Review 39 (2016) 5, pp. 521-545

theories and social cognition theory, can be referred to in the formulation of multi-resolution simulation models. These models … it describes a practical alternative: theory-based multi-resolution simulation models. …

Persistent link: https://www.econbiz.de/10014952780

Reframing the influence of national culture with theory-based multi-resolution simulation models

Fox, Stephen - In: Management research review 39 (2016) 5, pp. 521-545

Persistent link: https://www.econbiz.de/10011564305