Zhang, "Modelling high-frequency limit order book dynamics with support vector machines," Quantitative Finance, vol. 15, no. 8, pp. 1315-1329, 2015.Alec N. Kercheval and Yuan Zhang. Modelling high-frequency limi
markets are described asymptotically by power-laws that have motivating consequences for volatility forecasting and derivative pricing. These power-laws offer new insights in financial markets modeling (Lux2006; Lux and Alfarano2016). They are supported by high-frequency data, analytical, and numerical ...
IFAS systems are inherently complex due to the hybrid use of both suspended and attached bacterial colonies for the purpose of pollutant degradation as part of wastewater treatment. This poses challenges when attempting to represent these systems mathema
The latter is then used to create a corpus or Bag-of-Words representing the frequency of the tokens with the doc2bow() function. To optimise the running of the model, low-frequency (in less than 5 texts) and high-frequency (in more than 50% of texts) tokens have been filtered out....
Bayesianly justifiable and relevant frequency calculations for the applied statistician. Ann. Stat. 12, 1151–1172 (1984). MathSciNet MATH Google Scholar Gelfand, A. E. & Smith, A. F. M. Sampling-based approaches to calculating marginal densities. J. Am. Stat. Assoc. 85, 398–409 (...
1). For this slope deformation, Paparo and Tinti (2017) already evaluated the seismic activation potential with limit equilibrium method, retrieving that Mt. Nuovo would be mobilized as an effect of high magnitude local earthquake. Despite many trigger mechanisms that can be hypothesised, in this ...
(Additional file 2: Fig.S1) showed frequency distributions with tails extended to the right. For M2 and M3, the RMSEs were approximately 4–5 days for many lines, whereas some lines had extremely large RMSEs, as high as 15 days. For M1 and M2, approximately half of the top 10 lines...
Soil surface erosion can shape the morphography of rivers and estuaries in the natural environment and induce high potential risks to structures in engineering. Numerical simulations based on continuum mechanics theory can provide reliable assessments of the evolution of surface erosion from the perspectiv...
In this context, it is relevant to consider the different routing services, namely, fixed routing and demand-responsive routing, and how efficient these solutions are in accommodating first and last mile demand in high-frequency light-rail systems. More generally, numerous variants of demand-...
the most difficult acronyms and abbreviations to interpret are those with fewer than four letters. Second, due to the low frequency of some words, they will be very specific and not relevant to the topics. And finally, due to the high frequency of some terms, they will be very general and...