Financial markets currently offer various investment alternatives, including a variety of assets, which are differentiated by the level of profitability, liquidity, volatility and trading volume associated with them, among other characteristics of the market; it which implies that investors use...

Financial markets currently offer various investment alternatives, including a variety of assets, which are differentiated by the level of profitability, liquidity, volatility and trading volume associated with them, among other characteristics of the market; it which implies that investors use...

This paper is dedicated to the modelling of textured images influenced by fractional derivatives for texture detection. As most of the images contain textures, texture analysis becomes the most important for image understanding and it is a key solution for many computer vision applications....

This paper is going to emphasize an optimised code in order to manage matrix calculus under MSAccess. The economic impact of using such a method is the optimal cost-benefit solution, and optimised timing for data management. As well, matrix calculus is the base of Variance-Covariance method used...

The forecasting of variance-covariance matrices is an important issue. In recent years an increasing body of literature has focused on multivariate models to forecast this quantity. This paper develops a nonparametric technique for generating multivariate volatility forecasts from a weighted...