SIGECOM
2011
ACM
13 years 3 months ago
2011
ACM
Market making refers broadly to trading strategies that seek to profit by providing liquidity to other traders, while avoiding accumulating a large net position in a stock. In th...
CSDA
2006
14 years 14 days ago
2006
Time series models of global climate change tend to estimate a low climate-sensitivity (equilibrium effect on global temperature of doubling carbon dioxide concentrations) and a f...
CSDA
2008
14 years 15 days ago
2008
The most often used approaches to obtaining and using residuals in applied work with time series models, are unified and documented with both partially-known and new features. Spe...
CCGRID
2010
IEEE
14 years 20 days ago
2010
IEEE
—Despite extensive research focused on enabling QoS for grid users through economic and intelligent resource provisioning, no consensus has emerged on the most promising strategi...
HIS
2004
14 years 1 months ago
2004
In this work, we proposed to use the Zoomed Ranking approach to rank and select time series models. Zoomed Ranking, originally proposed to generate a ranking of candidate algorith...
INFOCOM
2009
IEEE
14 years 7 months ago
2009
IEEE
—We propose to use multiscale entropy analysis in characterisation of network traffic and spectrum usage. We show that with such analysis one can quantify complexity and predict...
ICML
2006
IEEE
15 years 1 months ago
2006
IEEE
A family of probabilistic time series models is developed to analyze the time evolution of topics in large document collections. The approach is to use state space models on the n...