Becker, J.A., Greenstein, J.S.: A lead-lag compensation approach to display/control gain for touch tablets. In: Proceedings of the Human Factors Society 30 Annual Meeting (1986)Becker, J. and Greenstein, J. (1986). A lead-lag compensation approach to display/control gain for touch ...
For comparison, simulation of a conventional control PSS (lead-lag compensation type) will be carried out. The main approach is to focus on the control... H Shahinzadeh,L Darougaran,EJ Sani - 《Journal of Intelligent Procedures in Electrical Technology》 被引量: 1发表: 2010年 加载更多来源...
The use of threshold variables to model the changes in the regression structure with respect to different market conditions enables us to investigate the lead–lag interaction in a data-based approach and avoid stratifying the data arbitrarily. Using the basis as the threshold variable, we find ...
Therefore a mathematical approach to be able to find interrelations between the price development of two different financial underlyings is developed in this paper. Computing the differences of the relative positions of relevant local extrema of two charts, i.e., the local phase shifts of these ...
The paper employs the Autoregressive Distributed Lag (ARDL) approach to investigate this relationship. The key findings show that change in the present house price is determined by previous changes of these sub-markets. These relationships provide evidence that the sound performance of each sub-...
we extend an existing lead-lag analysis approach to derive two-level results. To convey multiple perspectives of the results, we have designed two visualizations, a novel hybrid tree visualization that couples a radial space-filling tree with a node-link diagram and a twisted-ladder-l...
In particular, we extend an existing lead-lag analysis approach to derive two-level results. To convey multiple perspectives of the results, we have designed two visualizations, a novel hybrid tree visualization that couples a radial space-filling tree with a node-link diagram and a twisted-...
we extend an existing lead-lag analysis approach to derive two-level results. To convey multiple perspectives of the results, we have designed two visualizations, a novel hybrid tree visualization that couples a radial space-filling tree with a node-link diagram and a twisted-ladder-like visu...
In those settings, the information share (Hasbrouck, 1995) or the common factor component weight approach (Gonzalo and Granger, 1995) are often applied. However, it is inappropriate to impose the assumption of cointegration when describing the relation between VIX futures and SPX futures prices. ...
In this paper we adopt a nonparametric genetic programming(GP) approach to identify the structural changes in the Nikkei spot index and futures price. Due ... D Lien,YK Tse,X Zhang - 《Quantitative Finance》 被引量: 28发表: 2003年 Lead-lag associations between option trading and cash market...