Forecasting the S&P 500 Index with Circuit Breakers

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Circuit Breakers and the Tail Index of Equity Returns

Using the tail index of returns on US equities as a summary measure of extreme behaviour, we examine changes in the equity markets surrounding the development of program trading for portfolio insurance, the crash of 1987, and the subsequent introduction of circuit breakers and other changes in market architecture. Recentlydeveloped tests for the null of constancy of the tail index, versus the a...

متن کامل

Thermally Tripped Mems Circuit Breakers

 The use of MEMS electrical switches as miniature electrically resettable circuit breakers is described. A prototype based on nickel thermal actuators on silicon has been fabricated and tested, and the performance is compared to analytical models. Trip currents of ≈ 300 mA are obtained, with trip times less than 50 ms. Temperature dependence of trip current is shown to be below 0.2%/K. The rel...

متن کامل

Predictive Maintenance of Circuit Breakers

................................................................................................................................................ iii Acknowledgements.................................................................................................................................v Table of

متن کامل

Neural Network Forecasting with the S&P 500 Index Across Decades

The purpose of this paper is to track the effectiveness of a neural network as a forecasting tool across six decades, using only information derived from closing prices. From 1950 through 2010, a neural network for each decade was trained on ten years of S&P 500 data and used to forecast the S&P 500’s direction each day of the following year. The set of inputs and structure of the networks rema...

متن کامل

Review of HVDC Circuit Breakers Topologies

Voltage Source Converter-High Voltage Direct Current (VSC-HVDC) is the most efficient and reliable method for electrical power transmission over long distances. The greatest challenge with VSC-HVDC system is that short-circuit faults damages the converter valves and the transmission network. The fault clearing time for the available DC breakers are not fast enough and reliable to provide adequa...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Theoretical Economics Letters

سال: 2020

ISSN: 2162-2078,2162-2086

DOI: 10.4236/tel.2020.106072