Search for dissertations about: "High frequency data"

Showing result 1 - 5 of 822 swedish dissertations containing the words High frequency data.

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

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

    Abstract : .... READ MORE

  2. 2. Design of Energy-Efficient High-Performance ASIP-DSP Platforms

    Author : Andréas Karlsson; Dake Liu; Andreas Ehliar; Jarmo Takala; Linköpings universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; NATURAL SCIENCES; NATURVETENSKAP; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; NATURVETENSKAP; TEKNIK OCH TEKNOLOGIER; NATURAL SCIENCES; ENGINEERING AND TECHNOLOGY;

    Abstract : In the last ten years, limited clock frequency scaling and increasing power density has shifted IC design focus towards parallelism, heterogeneity and energy efficiency. Improving energy efficiency is by no means simple and it calls for a reevaluation of old design choices in processor architecture, and perhaps more importantly, development of new programming methodologies that exploit the features of modern architectures. READ MORE

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

    Author : Suad Elezovic; Xavier de Luna; Gunnar Rosenqvist; Umeå universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; Financial data; functional time series; multivariate generalized least squares; seemingly unrelated autoregression; Statistics; computer and systems science; 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

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

    Author : Jingjing Chen; Chalmers University of Technology; []
    Keywords : 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

  5. 5. Multitemporal Remote Sensing for Urban Mapping using KTH-SEG and KTH-Pavia Urban Extractor

    Author : Alexander Jacob; Yifang Ban; Paolo Gamba; Francesca Bovolo; KTH; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; KTH-SEG; ASAR; HJ-1B; Urban Land Cover Mapping; OBIA; Segmentation; Image Classification; KTH-Pavia Urban Extractor; Urban Extent; Geodesy and Geoinformatics; Geodesi och geoinformatik;

    Abstract : The objective of this licentiate thesis is to develop novel algorithms and improve existing methods for urban land cover mapping and urban extent extraction using multi-temporal remote sensing imagery. Past studies have demonstrated that synthetic aperture radar (SAR) have very good properties for the analysis of urban areas, the synergy of SAR and optical data is advantageous for various applications. READ MORE