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Recurrence interval analysis of trading volumes
Recurrence interval analysis trading volumes
2010/10/18
We study the statistical properties of the recurrence intervals $\tau$ between successive trading volumes exceeding a certain threshold $q$. The recurrence interval analysis is carried out for the 20...
Recurrence interval analysis of trading volumes
Kolmogorov-Smirnov Recurrence interval trading volumes
2010/4/27
We study the statistical properties of the recurrence intervals $\tau$ between successive trading volumes exceeding a certain threshold $q$. The recurrence interval analysis is carried out for the 20 ...
车辆跟驰安全距离的区间分析方法（Interval Analysis Method for Safety Distance of Car-following）
交通工程 车辆跟驰 安全距离 区间分析
2009/11/24
在车辆跟驰过程中，车辆制动系统和驾驶员自身的一些参数均具有一定程度的不确定性，例如车辆的制动减速度、车辆制动器的作用时间及驾驶员的反应时间等。这些不确定量的变化范围通常比较容易确定，然而，如何预测这些不确定量对车辆跟驰行为的影响是目前已有车辆跟驰模型较难以解决的问题之一。文中使用区间数学中的区间数来描述车辆跟驰过程中的车辆制动系统和驾驶员自身参数的不确定性，基于车辆跟驰过程中车辆安全距离的近似计算...
Recurrence interval analysis of high-frequency financial returns and its application to risk estimation
Recurrence interval analysis of high-frequency financial risk estimation
2010/11/2
We investigate the probability distributions of the recurrence intervals between consecutive 1-min returns above a positive threshold q > 0 or below a negative threshold
q < 0 of two indices and 20...