Mathematics-in-industry case studies最新文献

筛选
英文 中文
Liquidity and volatility commonality in the Canadian stock market. 加拿大股票市场的流动性和波动性共性。
Mathematics-in-industry case studies Pub Date : 2017-01-01 Epub Date: 2017-10-11 DOI: 10.1186/s40929-017-0016-9
Nathan Gold, Qiming Wang, Melanie Cao, Huaxiong Huang
{"title":"Liquidity and volatility commonality in the Canadian stock market.","authors":"Nathan Gold,&nbsp;Qiming Wang,&nbsp;Melanie Cao,&nbsp;Huaxiong Huang","doi":"10.1186/s40929-017-0016-9","DOIUrl":"https://doi.org/10.1186/s40929-017-0016-9","url":null,"abstract":"<p><p>This paper studies liquidity and volatility commonality in the Canadian stock market. We show that five various liquidity measures display strong evidence of commonality at both market-wide and industry specific levels. Our findings extend the results of previous studies in liquidity commonality, and show that even after controlling for individual determinants of liquidity such as price, volume, and volatility, liquidity commonality remains. In addition to demonstrating liquidity commonality, we also investigated the causal relationship between liquidity and volatility. Our evidence indicates that depth, proportional effective spread, and liquidity changes predict volatility changes for bid-ask spread, depth, and proportional effective spread.</p>","PeriodicalId":91926,"journal":{"name":"Mathematics-in-industry case studies","volume":"8 1","pages":"7"},"PeriodicalIF":0.0,"publicationDate":"2017-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/s40929-017-0016-9","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"37601708","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 13
Detecting heart rate while jogging: blind source separation of gait and heartbeat 慢跑时心率检测:步态和心跳的盲源分离
Mathematics-in-industry case studies Pub Date : 2016-01-01 DOI: 10.1186/S40929-016-0004-5
Tuoi T. Vo, M. Mcguinness, A. Hegarty, Stephen B. G. O’Brien, Kevin O’Sullivan, Sandra Healy
{"title":"Detecting heart rate while jogging: blind source separation of gait and heartbeat","authors":"Tuoi T. Vo, M. Mcguinness, A. Hegarty, Stephen B. G. O’Brien, Kevin O’Sullivan, Sandra Healy","doi":"10.1186/S40929-016-0004-5","DOIUrl":"https://doi.org/10.1186/S40929-016-0004-5","url":null,"abstract":"","PeriodicalId":91926,"journal":{"name":"Mathematics-in-industry case studies","volume":"7 1","pages":"1-12"},"PeriodicalIF":0.0,"publicationDate":"2016-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/S40929-016-0004-5","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"65769623","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
NHL expansion and fan allegiance: a mathematical modelling study NHL扩军与球迷忠诚:数学模型研究
Mathematics-in-industry case studies Pub Date : 2016-01-01 DOI: 10.1186/S40929-016-0009-0
Jennifer Light, A. Chernin, J. Heffernan
{"title":"NHL expansion and fan allegiance: a mathematical modelling study","authors":"Jennifer Light, A. Chernin, J. Heffernan","doi":"10.1186/S40929-016-0009-0","DOIUrl":"https://doi.org/10.1186/S40929-016-0009-0","url":null,"abstract":"","PeriodicalId":91926,"journal":{"name":"Mathematics-in-industry case studies","volume":"7 1","pages":"1-20"},"PeriodicalIF":0.0,"publicationDate":"2016-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/S40929-016-0009-0","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"65769755","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Scheduling the repair of aircraft components - a case study 飞机部件的维修计划-一个案例研究
Mathematics-in-industry case studies Pub Date : 2016-01-01 DOI: 10.1186/S40929-016-0007-2
Catarina Avelino, D. Bourne, Fátima Ferreira, D. Rasteiro, Jorge M. A. Santos
{"title":"Scheduling the repair of aircraft components - a case study","authors":"Catarina Avelino, D. Bourne, Fátima Ferreira, D. Rasteiro, Jorge M. A. Santos","doi":"10.1186/S40929-016-0007-2","DOIUrl":"https://doi.org/10.1186/S40929-016-0007-2","url":null,"abstract":"","PeriodicalId":91926,"journal":{"name":"Mathematics-in-industry case studies","volume":"7 1","pages":"1-18"},"PeriodicalIF":0.0,"publicationDate":"2016-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/S40929-016-0007-2","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"65769747","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Electric ion dispersion as a new type of mass spectrometer 电离子色散作为一种新型质谱仪
Mathematics-in-industry case studies Pub Date : 2016-01-01 DOI: 10.1186/S40929-016-0005-4
Michael R. Lindstrom, I. Moyles, Kevin Ryczko
{"title":"Electric ion dispersion as a new type of mass spectrometer","authors":"Michael R. Lindstrom, I. Moyles, Kevin Ryczko","doi":"10.1186/S40929-016-0005-4","DOIUrl":"https://doi.org/10.1186/S40929-016-0005-4","url":null,"abstract":"","PeriodicalId":91926,"journal":{"name":"Mathematics-in-industry case studies","volume":"7 1","pages":"1-13"},"PeriodicalIF":0.0,"publicationDate":"2016-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/S40929-016-0005-4","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"65769678","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A theoretical model for capacitance measurement of liquid films in an annular flow 环形流动中液膜电容测量的理论模型
Mathematics-in-industry case studies Pub Date : 2016-01-01 DOI: 10.1186/S40929-016-0003-6
C. Atkinson, Ruoxi Huang
{"title":"A theoretical model for capacitance measurement of liquid films in an annular flow","authors":"C. Atkinson, Ruoxi Huang","doi":"10.1186/S40929-016-0003-6","DOIUrl":"https://doi.org/10.1186/S40929-016-0003-6","url":null,"abstract":"","PeriodicalId":91926,"journal":{"name":"Mathematics-in-industry case studies","volume":"7 1","pages":"1-22"},"PeriodicalIF":0.0,"publicationDate":"2016-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/S40929-016-0003-6","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"65769609","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Gas turbine modeling using adaptive fuzzy neural network approach based on measured data classification 基于实测数据分类的自适应模糊神经网络燃气轮机建模
Mathematics-in-industry case studies Pub Date : 2016-01-01 DOI: 10.1186/S40929-016-0006-3
Abdelhafid Benyounes, A. Hafaifa, A. Kouzou, M. Guemana
{"title":"Gas turbine modeling using adaptive fuzzy neural network approach based on measured data classification","authors":"Abdelhafid Benyounes, A. Hafaifa, A. Kouzou, M. Guemana","doi":"10.1186/S40929-016-0006-3","DOIUrl":"https://doi.org/10.1186/S40929-016-0006-3","url":null,"abstract":"","PeriodicalId":91926,"journal":{"name":"Mathematics-in-industry case studies","volume":"7 1","pages":"1-14"},"PeriodicalIF":0.0,"publicationDate":"2016-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1186/S40929-016-0006-3","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"65769702","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 16
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信