Search for dissertations about: "High frequency data"

Showing result 1 - 5 of 799 swedish dissertations containing the words High frequency data.

  1. 1. Time series modelling of high frequency stock transaction data

    University dissertation from Umeå : Nationalekonomi

    Author : Shahiduzzaman Quoreshi; Kurt Brännäs; Per Johansson; [2006]
    Keywords : Economics; Count data; Intra-day; High frequency; Time series; Estimation; Long memory; Finance; Nationalekonomi; Econometrics; ekonometri;

    Abstract : .... READ MORE

  2. 2. Modeling financial volatility A functional approach with applications to Swedish limit order book data

    University dissertation from Umeå

    Author : Suad Elezovic; Xavier de Luna; Gunnar Rosenqvist; [2009]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Financial data; functional time series; multivariate generalized least squares; seemingly unrelated autoregression; SOCIAL SCIENCES Statistics; computer and systems science; SAMHÄLLSVETENSKAP Statistik; data- och systemvetenskap; ekonometri; Econometrics;

    Abstract : This thesis is designed to offer an approach to modeling volatility in the Swedish limit order market. Realized quadratic variation is used as an estimator of the integrated variance, which is a measure of the variability of a stochastic process in continuous time. READ MORE

  3. 3. Multi-Gigabaud Millimeter-Wave Communication - Challenges and Solutions

    University dissertation from Gothenburg : Chalmers tekniska högskola

    Author : Jingjing Chen; [2017]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; phase noise; high-order modulation; 5G; multi-gigabaud; PAM-4; high data rate; white noise; multi-gigabit; phase noise mitigation; 64-QAM; mobile backhaul; VCSEL driver; Frequency multiplier; modem; high frequency oscillator; multiplicative noise; power detector; fronthaul; millimeter-wave communication;

    Abstract : A major challenge in future mobile networks is to overcome the capacity barrier in wireless communication. Utilizing large bandwidth at higher frequencies is key to enabling capacity upgrade for next generation mobile networks (5G). READ MORE

  4. 4. Modeling Music Studies of Music Transcription, Music Perception and Music Production

    University dissertation from Stockholm : KTH Royal Institute of Technology

    Author : Anders Elowsson; Anders Friberg; Pawel Herman; Anders Askenfelt; Gerhard Widmer; [2018]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Music Information Retrieval; MIR; Music; Music Transcription; Music Perception; Music Production; Tempo Estimation; Beat Tracking; Polyphonic Pitch Tracking; Polyphonic Transcription; Music Speed; Music Dynamics; Long-time average spectrum; LTAS; Algorithmic Composition; Deep Layered Learning; Convolutional Neural Networks; Rhythm Tracking; Ensemble Learning; Perceptual Features; Representation Learning;

    Abstract : This dissertation presents ten studies focusing on three important subfields of music information retrieval (MIR): music transcription (Part A), music perception (Part B), and music production (Part C).In Part A, systems capable of transcribing rhythm and polyphonic pitch are described. READ MORE

  5. 5. Flood Prediction in data-scarce basins Maximising the value of limited hydro-meteorological data

    University dissertation from Stockholm : KTH Royal Institute of Technology

    Author : José Eduardo Reynolds Puga; Sven Halldin; Chong-Yu Xu; Jan Seibert; Thomas J. Grabs; Vazken Andréassian; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Floods; data scarcity; value of information; rainfall-runoff modelling; regionalisation; rainfall-forecasts; event-based calibration; climatological day; discharge day; temporal resolution; modelling time-step.; Databrist; flödestoppsbaserad kalibrering; högflöde; informationsvärde; klimatologiskt dygn; nederbörds-avrinningsmodell; modelltidssteg; regionalisering; regnprognos; tids-upplösning; vattenföringsdygn; översvämning.; Inundaciones; falta de datos; valor de información; modelos lluvia escorrentía; regionalización; pronósticos de lluvia; definición del día; resolución temporal; paso de tiempo.;

    Abstract : Floods pose a threat to society that can cause large socio-economic damages and loss of life in many parts of the world. Flood-forecasting models are required to provide simulations at temporal resolutions higher than a day in basins with concentration times smaller than 24 h. READ MORE