نتایج جستجو برای: آزمون gph
تعداد نتایج: 120234 فیلتر نتایج به سال:
پژوهش حاضر وجود حافظه بلندمدت را در بورس اوراق بهادار تهران با کاربرد مدل های gph، gsp، arfima و figarch بررسی می کند. داده های مورد بررسی، حاوی بازده روزانه هستند و آزمون های حافظه بلندمدت، برای بازده و نیز برای نوسان سری tepix انجام شده است. نتایج مدل های gph، gsp و arfima، وجود حافظه بلندمدت را در بازده سری نشان می دهند. همچنین نتایج اشاره بر این دارند که پویایی های حافظه بلندمدت در بازده و ...
Parallel heuristic search algorithms are widely used in artificial intelligence. This paper describes novel parallel variants of two standard sequential search algorithms, the standard Davis Putnam algorithm (DP); and the same algorithm extended with conflict-directed backjumping (CBJ). Encouraging preliminary results for the GpH parallel dialect of the non-strict functional programming languag...
In this paper, some new W-GPH-KKM theorems are established in pseudo H-spaces without any linear and convex structure under much weaker assumptions, and next as their applications, some new coincidence theorems, maximal element theorems, and existence theorems of solutions to generalized equilibrium problems are proved in pseudo H-spaces. The results represented in this paper unify and extend s...
In their article Cheung and Lai (1993), propose a test for cointegration against fractional alternatives. The test is based on the GPH estimator by Geweke and Porter-Hudak (1983). This test uses only the Tα smallest frequencies, where α usually is set between 0.5 and 0.6. The choice of α has impact on the power of the test. In this paper we argue that using larger α increases the power against ...
in this paper, we have estimated the memory of thetehran stock exchange indices. the estimation of fractional differencing parameter is carried out by various methods such as mle, nls, hurst exponent, gph, lo, whittle and wavelet. the estimation results of whittle, wavelet, hurst, and lo methods allow us to conclude that the returns on stock indices (tepix, tedpix, tedix, financial index and in...
اهمیت روزافزون پیش بینی برای عوامل اقتصادی از یکسو و کاستی مدل های ساختاری در پیش بینی متغیرها از سوی دیگر منجر به توسعه مدل های سری زمانی جهت تبیین ساختار قیمتی یک متغیر و بالتبع مدل سازی و پیش بینی آن گردید. به همین علت در سال-های اخیر در قیاس با مدل های ساختاری که در تبیین وضع موجود از موفقیت نسبی برخوردار بوده ولی سابقه چندان موفقی در زمینه پیش بینی نداشتند، رویکرد اقتصاددانان به مدل های تک...
Computational Grids are much more complex than classical high-performance architectures: they have high, and dynamically varying communication latencies, and comprise heterogeneous collections of processing elements. We argue that such a complex and dynamic architecture is extremely challenging for the programmer to explicitly manage, and advocate a high-level parallel programming language, lik...
Time domain tests of unit roots and cointegration are often made after a model search procedure has been made in order to reduce erroneus inference caused by model misspecification. An alternative to this is to use a semi parametric method like the GPH (Geweke & Porter-Hudak, 1983) test where the properties of the spectral density close to the zero frequency are exploited, see Cheung & Lai (199...
A new family of homologous membrane proteins that transport galactosides-pentoses-hexuronides (GPH) is described. By analysing the aligned amino acid sequences of the GPH family, and by exploiting their different specificities for cations and sugars, we have designed mutations that yield novel insights into the nature of ligand binding sites in membrane proteins. Mutants have been isolated/cons...
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