نتایج جستجو برای: mgarch و cdcc

تعداد نتایج: 760723  

2013
Rana D. Abdu-Aljabar

This paper constructs fully parallel NN hardware architecture, FPGA has been used to reduce neuron hardware by design the activation function inside the neuron without using lookup table as in most researches, to perform an efficient NN. It consist of two main parts; the first part covers network training using MATLAB program, the second part represents the hardware implementation of the traine...

2007
Vimal Singh

ةـصلاخلا : ةلاحلا رايعم ثحبلا اذه يف ضرعن – ةلاحلا حشرمُــل لماشلا يبراقتلا تابثلل غارفلا – يمقرلا غارفلا عبشملا يباسحلا ضئافلا مادختساب كلذو ةددحم ةميق اذ . دقو ماظنلل ةديدج ةيصاخ ءاصقتساب رايعملا قُـتشأ ةساردلا ديق . اس رايعم عم رايعملا اذه ةنراقمب انمق امآ جنيسو راآ نم لٍآ لَـبـقِ نم هضرع مت قب . دقو جنيسو راآ رايعم نم لقأ طباوض يذ يلاحلا رايعملا نأ ةنراقملا تنابأ . و نع حرتقملا رايعملا ةعاجن ان...

ژورنال: :مدلسازی اقتصادی 0
اسمعیل ابونوری استاد دانشگاه سمنان امیرمنصور طهرانچیان استادیار دانشگاه مازندران مصطفی حمزه دانشجوی کارشناسی ارشد علوم اقتصادی دانشگاه مازندران

این مقاله رابطه بین نرخ ارز واقعی موثر و شاخص صنعتبازار سهام تهرانرا با استفاده از مدل‏های خودرگرسیون برداری(var) وخودرگرسیون ناهمسان واریانس شرطی چندمتغیره(mgarch) در دوره زمانی مهر 1380 تا شهریور 1390به صورت تجربی تحلیل می‏کند.نتایج نشان می‏دهد هیچ رابطه بلندمدت معناداری بین نرخ ارز واقعی موثر و شاخص صنعتوجود ندارد. همچنین اثرات میانگینی بین بازارهای ارز خارجی و سهام وجود ندارد.علاوه بر این، ...

Journal: :Physics Letters B 2022

In this work, we present an extension of the Continuum-Discretized Coupled-Channel formalism to include effects absorption and excitation core through its interaction with removed particle in description nuclear breakup reactions. This is performed via inclusion a complex energy-dependent between use binormal basis ensure orthogonality. The applied neutron reactions 12C target at 70 MeV per nuc...

2014
Safwan H. Fasola Firas S. Al-Sharbaty

In this paper, the parameters of the LTE system in DL are investigated. These parameters include the effect of the Hybrid Adaptive Repeat and Request henceforth (HARQ) on the Signal to Noise Ratio (SNR), Block Error Rate (BLER), and throughput. The paper deals with three cases of Channel Quality Indicator (CQI): 3,7 and 15.The results showed that the HARQ procedure can improve the BLER and the ...

Journal: :Macroeconomics and Finance in Emerging Market Economies 2021

This study examines how the relationship between oil and stock market return of BRICS behaves at different investment horizons. Using data ranging from 2006 to 2020, wavelet MGARCH-DCC found that markets’ Russia, Brazil, South Africa are comparatively more correlated with price across horizons volatile particularly during Covid-19 period. However, China India is less volatile. It also revealed ...

Journal: :Journal of risk and financial management 2022

This study analyzes the volatility spillover effects in US stock market (S&P500) and cryptocurrency (BGCI) using intraday data during COVID-19 pandemic. As potential drivers of portfolio diversification, we measure asymmetric transmission on both markets. We apply MGARCH-BEKK algorithm-based GA2M machine learning model. The negative shocks to returns impact S&P500 more than positive als...

Journal: :مجلة العمارة والفنون والعلوم الإنسانیة 2018

2002
Andrew Worthington Helen Higgs

This paper examines the transmission of equity returns and volatility among Asian equity markets and investigates the differences that exist in this regard between the developed and emerging markets. Three developed markets (Hong Kong, Japan and Singapore) and six emerging markets (Indonesia, Korea, Malaysia, the Philippines, Taiwan and Thailand) are included in the analysis. A multivariate gen...

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