Modelling the Dynamics of Conditional Dependency Between Financial Series

Author(s):  
Eric Jondeau ◽  
Michael Rockinger
2021 ◽  
Vol 18 (6) ◽  
pp. 8661-8682
Author(s):  
Vishnu Vandana Kolisetty ◽  
◽  
Dharmendra Singh Rajput ◽  

<abstract> <p>Big data has attracted a lot of attention in many domain sectors. The volume of data-generating today in every domain in form of digital is enormous and same time acquiring such information for various analyses and decisions is growing in every field. So, it is significant to integrate the related information based on their similarity. But the existing integration techniques are usually having processing and time complexity and even having constraints in interconnecting multiple data sources. Many of these sources of information come from a variety of sources. Due to the complex distribution of many different data sources, it is difficult to determine the relationship between the data, and it is difficult to study the same data structures for integration to effectively access or retrieve data to meet the needs of different data analysis. In this paper, proposed an integration of big data with computation of attribute conditional dependency (ACD) and similarity index (SI) methods termed as ACD-SI. The ACD-SI mechanism allows using of an improved Bayesian mechanism to analyze the distribution of attributes in a document in the form of dependence on possible attributes. It also uses attribute conversion and selection mechanisms for mapping and grouping data for integration and uses methods such as LSA (latent semantic analysis) to analyze the content of data attributes to extract relevant and accurate data. It performs a series of experiments to measure the overall purity and normalization of the data integrity, using a large dataset of bibliographic data from various publications. The obtained purity and NMI ratio confined the clustered data relevancy and the measure of precision, recall, and accurate rate justified the improvement of the proposal is compared to the existing approaches.</p> </abstract>


1967 ◽  
Vol 73 (1) ◽  
pp. 9-14 ◽  
Author(s):  
Dwight E. Erlick ◽  
Robert G. Mills

iScience ◽  
2018 ◽  
Vol 9 ◽  
pp. 149-160 ◽  
Author(s):  
Yubao Wang ◽  
Ben B. Li ◽  
Jing Li ◽  
Thomas M. Roberts ◽  
Jean J. Zhao

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