The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
In this paper, the functions of the received power-distance were deduced and analyzed under the different train operating conditions at first. Based on these functions, an improved path loss model, the triple-slope path loss model, for high-speed railway control signal was raised. And the proposed path loss model was verified by the test data at high speed railways in China. The application area of...
This paper takes CSI 300 index futures as the research object, bases on actual market data, it calculates the optimal hedge ratio with VAR model, VECM model and GARCH model, analyses the hedging effectiveness, gets some corresponding results, and puts forward some recommendations for investors.
Aimed at the issue of real time fault diagnosis in Flow Totalizer, a new type predictor based on Least Squares Support Vector Machine (LSSVM) was put forward. By comparing predictive value with flow meter output value, fault diagnosis was carried out. Predictive errors and the speed of prediction were considered in this algorithm, by dealing with compromise between them, the samples were selected...
Statistical theory is used to help select a margin level. This paper present a prudent margin-setting models to protect futures positions from extreme price movement. Five methods based GARCH models to estimate the current volatility are proposed to estimate Value at risk describing the tail of the conditional or unconditional distributions of two financial return series. Using backtesting of historical...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.