Ordinaries 8

Long term hedging of the Australian All Ordinaries Index using a bivariate error correction FIGARCH model

This article compares the performance of bivariate error correction GARCH and FIGARCH models when estimating long term dynamic minimum variance hedge ratios (MVHRs) on the Australian All Ordinaries Index. The paper therefore introduces the bivariate error correction FIGARCH model into the hedging literature, which to date has only employed the GARCH class of processes. This is important for tho...

Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures

In this paper we extend the univariate FIGARCH and FIAPARCH models to a bivariate framework. We estimate bivariate error correction FIGARCH and FIAPARCH models between the All Ordinaries Index and its SPI futures using constant correlation and diagonal parameterisations. We therefore employ a flexible estimation approach that captures the long run equilibrium relationship between the two market...

Solving 8×8 Hex

Using efficient methods that reduce the search space, we design an algorithm strong enough to solve all 8×8 Hex openings.

Lgs 8 & 8 Ppcgt

We study the possibility of prediction/decision making in a finite 2-person game with pure strategies, following the Nash-Johansen noncooperative solution theory. We adopt the infinite-regress logic EIR (a fixed-point extension of the epistemic logic KD with 2 persons) to capture individual decision making from the viewpoint of logical inference. In the logic EIR, prediction/decision making is ...

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