Abstract: We propose an extension of the stochastic conditional duration (SCD) model to capture intraday seasonality and patterns specific to each bimonthly grouped contract month in gold futures ...
Abstract: The ratio of spectral power in two different bands and relative band power have been shown to be sometimes more discriminative features than the spectral power in a specific band for binary ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback