Time series | Mathematical finance

Autoregressive conditional duration

In financial econometrics, an autoregressive conditional duration (ACD, Engle and Russell (1998)) model considers irregularly spaced and autocorrelated intertrade durations. ACD is analogous to GARCH. Indeed, in a continuous double auction (a common trading mechanism in many financial markets) waiting times between two consecutive trades vary at random. (Wikipedia).

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How to find the probability of consecutive events

๐Ÿ‘‰ Learn how to find the conditional probability of an event. Probability is the chance of an event occurring or not occurring. The probability of an event is given by the number of outcomes divided by the total possible outcomes. Conditional probability is the chance of an event occurring

From playlist Probability

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(New Version Available) Conditional Probability

New Version: Fixes an error at 7:00: https://youtu.be/WgsxhWPAo4c This video explains how to determine conditional probability. http://mathispower4u.yolasite.com/

From playlist Counting and Probability

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How to convert a statement into a conditional statement

๐Ÿ‘‰ Learn how to write a statement in conditional form. A conditional statement is an if-then statement connecting a hypothesis (p) and the conclusion (q). If the hypothesis of a statement is represented by p and the conclusion is represented by q, then the conditional statement is represent

From playlist Conditional Statements

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Stanford Seminar - Towards theories of single-trial high dimensional neural data analysis

EE380: Computer Systems Colloquium Seminar Towards theories of single-trial high dimensional neural data analysis Speaker: Surya Ganguli, Stanford, Applied Physics Neuroscience has entered a golden age in which experimental technologies now allow us to record thousands of neurons, over

From playlist Stanford EE380-Colloquium on Computer Systems - Seminar Series

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Time Series Analysis | Time Series Forecasting | Time Series Analysis In Excel | Simplilearn

๐Ÿ”ฅData Analyst Program (Discount Coupon: YTBE15) : https://www.simplilearn.com/data-analyst-masters-certification-training-course?utm_campaign=TimeSeriesAnalysis-chp71nEc320&utm_medium=Descriptionff&utm_source=youtube ๐Ÿ”ฅ Professional Certificate Program In Data Analytics: https://www.simplil

From playlist ๐Ÿ”ฅData Analytics | Data Analytics Full Course For Beginners | Data Analytics Projects | Updated Data Analytics Playlist 2023 | Simplilearn

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C์–ธ์–ด 11๊ฐ• ์ œ์–ด๋ฌธ-II

์ด๋ฒˆ ๊ฐ•์˜๋Š” ' C์–ธ์–ด 11๊ฐ• ์ œ์–ด๋ฌธ-II ' ํŽธ์ž…๋‹ˆ๋‹ค. ๋ฐ”๋กœ๊ฐ€๊ธฐ: http://iotcenter.seoul.go.kr/650

From playlist c์–ธ์–ด

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Conditional probability (2)

Powered by https://www.numerise.com/ Conditional probability (2)

From playlist Multiple event probability

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Excel Statistical Analysis 19: Conditional Probability 5 Examples

Download Excel File: https://excelisfun.net/files/Ch04-ESA.xlsm pdf notes: https://excelisfun.net/files/Ch04-ESA.pdf Learn about: Topics: 1. (00:00) Introduction 2. (00:40) Define Conditional Probability 3. (02:58) Calculate Conditional Probability From a Cross Tabulated Frequency Table us

From playlist Excel Statistical Analysis for Business Class Playlist of Videos from excelisfun

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Transformers are RNNs: Fast Autoregressive Transformers with Linear Attention (Paper Explained)

#ai #attention #transformer #deeplearning Transformers are famous for two things: Their superior performance and their insane requirements of compute and memory. This paper reformulates the attention mechanism in terms of kernel functions and obtains a linear formulation, which reduces th

From playlist Papers Explained

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Time Series class: Part 1 - Dr Ioannis Papastathopoulos, University of Edinburgh

Part 2: https://youtu.be/7n0HTtThMe0 Introduction: Moving average, Autoregressive and ARMA models. Parameter estimation, likelihood based inference and forecasting with time series. Advanced: State-space models (hidden Markov models, Kalman filter) and applications. Recurrent neural netw

From playlist Data science classes

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Graham Taylor: "Learning Representations of Sequences"

Graduate Summer School 2012: Deep Learning, Feature Learning "Learning Representations of Sequences" Graham Taylor, University of Guelph Institute for Pure and Applied Mathematics, UCLA July 13, 2012 For more information: https://www.ipam.ucla.edu/programs/summer-schools/graduate-summer

From playlist GSS2012: Deep Learning, Feature Learning

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Autoregressive Diffusion Models (Machine Learning Research Paper Explained)

#machinelearning #ardm #generativemodels Diffusion models have made large advances in recent months as a new type of generative models. This paper introduces Autoregressive Diffusion Models (ARDMs), which are a mix between autoregressive generative models and diffusion models. ARDMs are t

From playlist Papers Explained

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Imputer: Sequence Modelling via Imputation and Dynamic Programming

The imputer is a sequence-to-sequence model that strikes a balance between fully autoregressive models with long inference times and fully non-autoregressive models with fast inference. The imputer achieves constant decoding time independent of sequence length by exploiting dynamic program

From playlist Natural Language Processing

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Writing conditional statements

๐Ÿ‘‰ Learn how to write a statement in conditional form. A conditional statement is an if-then statement connecting a hypothesis (p) and the conclusion (q). If the hypothesis of a statement is represented by p and the conclusion is represented by q, then the conditional statement is represent

From playlist Conditional Statements

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Conditional Probability (2015)

This is an old video. See StatsMrR.com for access to hundreds of 1-3 minute, well-produced videos for learning Statistics. In this older video: How to use the formula and how to shrink the sample space to calculate conditional probabilities. Website StatsMrR.com

From playlist Older Statistics Videos and Other Math Videos

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XLNet: Generalized Autoregressive Pretraining for Language Understanding

Abstract: With the capability of modeling bidirectional contexts, denoising autoencoding based pretraining like BERT achieves better performance than pretraining approaches based on autoregressive language modeling. However, relying on corrupting the input with masks, BERT neglects depende

From playlist Best Of

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How to write the conditional statement from a sentence

๐Ÿ‘‰ Learn how to write a statement in conditional form. A conditional statement is an if-then statement connecting a hypothesis (p) and the conclusion (q). If the hypothesis of a statement is represented by p and the conclusion is represented by q, then the conditional statement is represent

From playlist Conditional Statements

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QRM 8-2: (G)ARCH Models for volatility

Welcome to Quantitative Risk Management (QRM) In the second part of Lesson 8, we cover the basics of volatility modelling, because markets are heteroschedastic! We will speak about Arch and Garch models, focusing on some relevant but often ignored consequences of these models. For exampl

From playlist Quantitative Risk Management

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Stochastic RNNs without Teacher-Forcing

We present a stochastic non-autoregressive RNN that does not require teacher-forcing for training. The content is based on our 2018 NeurIPS paper: Deep State Space Models for Unconditional Word Generation https://arxiv.org/abs/1806.04550

From playlist Deep Learning Architectures

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Finding the conditional probability from a two way frequency table

๐Ÿ‘‰ Learn how to find the conditional probability of an event. Probability is the chance of an event occurring or not occurring. The probability of an event is given by the number of outcomes divided by the total possible outcomes. Conditional probability is the chance of an event occurring

From playlist Probability

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