You are here: Home » Content

Browse by Author: Joseph Egbulefu

View author profile
Return to Browsing Content | Search for Content
Sort by: Results per page:
View: Detail | Compact | Statistics
Modeling time series of return-based rankings of currencies (m32528)
Keywords: currency, ordinal, ranking, time series
Summary: This report summarizes work done as part of the Computational Finance: Ordinal Time Series PFUG under Rice University's VIGRE program. VIGRE is a program of Vertically Integrated Grants for Research and Education in the Mathematical Sciences under the direction of the National Science Foundation. A PFUG is a group ... estimated probabilities.
Subject: Mathematics and Statistics
Language: English
Popularity: 36.73%
Revised: 2009-10-20
Revisions: New
Popularity is measured as percentile rank of page views/day over all time
My Account
Repository
Total Collections: 1317
Total Modules: 21757