Showing 1 - 10 of 86
We model the dynamics of ask and bid curves in a limit order book market using a dynamic semiparametric factor model. The shape of the curves is captured by a factor structure which is estimated nonparametrically. Corresponding factor loadings are assumed to follow multivariate dynamics and are...
Persistent link: https://www.econbiz.de/10010303679
Persistent link: https://www.econbiz.de/10000891356
Persistent link: https://www.econbiz.de/10000774582
Persistent link: https://www.econbiz.de/10003633608
E-learning plays an important role in education as it supports online education via computer networks and provides educational services by utilising information technologies. We present a case study describing the development of an Arabic language elearning course in statistics. Discussed are...
Persistent link: https://www.econbiz.de/10003633861
Along with many others, we agree that a modern education in statistics needs to incorporate the practical analysis of real datasets, which are usually more complex than the common examples found in standard textbooks. The software used in the teaching of statistics includes standard spreadsheet...
Persistent link: https://www.econbiz.de/10003633982
Students of introductory courses consider statistics as particularly difficult, as the understanding of the underlying concepts may require more time and energy than for other disciplines. For decades statisticians have tried to enhance understanding with the help of technical solutions such as...
Persistent link: https://www.econbiz.de/10003634680
Independent component analysis (ICA) is a modern factor analysis tool developed in the last two decades. Given p-dimensional data, we search for that linear combination of data which creates (almost) independent components. Here copulae are used to model the p-dimensional data and then...
Persistent link: https://www.econbiz.de/10003635977
Dimension reduction techniques for functional data analysis model and approximate smooth random functions by lower dimensional objects. In many applications the focus of interest lies not only in dimension reduction but also in the dynamic behaviour of the lower dimensional objects. The most...
Persistent link: https://www.econbiz.de/10003727490
With the increase of e-learning by universities and educational institutes in the world through more electronic platforms, come the questions to researchers, educators and designers of electronic platforms about feasibility and using this method of learning. Are we achieving the desired goals...
Persistent link: https://www.econbiz.de/10003770800