Informational Content of Option Trading on Acquirer Announcement Return

2012 ◽  
Author(s):  
Konan Chan ◽  
Li Ge ◽  
Tse-Chun Lin
Keyword(s):  
Informational Content ◽  
Option Trading

Comparative assessment of informational content of the equations of F.P. Hadlock and the computer program of V.N. Demidov in determination of term of gestation and fetal weight in the III trimester of gestation

2017 ◽  
Author(s):  
E.A. Derkach , O.I. Guseva
Keyword(s):  
Computer Program ◽  
High Precision ◽  
Gestational Age ◽  
Computer Programs ◽  
Comparative Assessment ◽  
Fetal Weight ◽  
Informational Content ◽  
Third Trimester ◽  
The Third

Objectives: to compare the accuracy of equations F.P. Hadlock and computer programs by V.N. Demidov in determining gestational age and fetal weight in the third trimester of gestation. Materials: 328 patients in terms 36–42 weeks of gestation are examined. Ultrasonography was performed in 0–5 days prior to childbirth. Results: it is established that the average mistake in determination of term of pregnancy when using the equation of F.P. Hadlock made 12,5 days, the computer program of V.N. Demidov – 4,4 days (distinction 2,8 times). The mistake within 4 days, when using the equation of F.P. Hadlock has met on average in 23,1 % of observations, the computer program of V.N. Demidov — 65,9 % (difference in 2,9 times). The mistake more than 10 days, took place respectively in 51,7 and 8,2 % (distinction by 6,3 times). At a comparative assessment of size of a mistake in determination of fetal mass it is established that when using the equation of F.P. Hadlock it has averaged 281,0 g, at application of the computer program of V.N. Demidov — 182,5 g (distinction of 54 %). The small mistake in the mass of a fetus which isn't exceeding 200 g at application of the equation of F.P. Hadlock has met in 48,1 % of cases and the computer program of V.N. Demidov — 64,0 % (distinction of 33,1 %). The mistake exceeding 500 g has been stated in 18 % (F.P. Hadlock) and 4,3 % (V.N. Demidov) respectively (distinction 4,2 times). Conclusions: the computer program of V.N. Demidov has high precision in determination of term of a gestation and mass of a fetus in the III pregnancy.

Pragmatics for Latin

2019 ◽  
Author(s):  
A. M. Devine ◽  
Laurence D. Stephens
Keyword(s):  
Noun Phrase ◽  
Word Order ◽  
Information Structure ◽  
Descriptive Analysis ◽  
Informational Content ◽  
Compositional Process ◽  
Association With Focus ◽  
Narrow Scope ◽  
Order Language ◽  
Free Word

Latin is often described as a free word order language, but in general each word order encodes a particular information structure: in that sense, each word order has a different meaning. This book provides a descriptive analysis of Latin information structure based on detailed philological evidence and elaborates a syntax-pragmatics interface that formalizes the informational content of the various different word orders. The book covers a wide ranges of issues including broad scope focus, narrow scope focus, double focus, topicalization, tails, focus alternates, association with focus, scrambling, informational structure inside the noun phrase and hyperbaton (discontinuous constituency). Using a slightly adjusted version of the structured meanings theory, the book shows how the pragmatic meanings matching the different word orders arise naturally and spontaneously out of the compositional process as an integral part of a single semantic derivation covering denotational and informational meaning at one and the same time.

scholarly journals Options trading strategy based on ARIMA forecasting

2020 ◽  
Vol 4 (2) ◽  
pp. 111-127
Author(s):  
Pierre Rostan ◽  
Alexandra Rostan ◽  
Mohammad Nurunnabi
Keyword(s):  
Composite Index ◽  
Garch Model ◽  
Trading Strategy ◽  
Credit Crisis ◽  
Strike Price ◽  
Index Options ◽  
Content Type ◽  
Option Trading ◽  
Auto Regressive ◽  
Options Trading

Purpose The purpose of this paper is to illustrate a profitable and original index options trading strategy. Design/methodology/approach The methodology is based on auto regressive integrated moving average (ARIMA) forecasting of the S&P 500 index and the strategy is tested on a large database of S&P 500 Composite index options and benchmarked to the generalized auto regressive conditional heteroscedastic (GARCH) model. The forecasts validate a set of criteria as follows: the first criterion checks if the forecasted index is greater or lower than the option strike price and the second criterion if the option premium is underpriced or overpriced. A buy or sell and hold strategy is finally implemented. Findings The paper demonstrates the valuable contribution of this option trading strategy when trading call and put index options. It especially demonstrates that the ARIMA forecasting method is a valid method for forecasting the S&P 500 Composite index and is superior to the GARCH model in the context of an application to index options trading. Originality/value The strategy was applied in the aftermath of the 2008 credit crisis over 60 months when the volatility index (VIX) was experiencing a downtrend. The strategy was successful with puts and calls traded on the USA market. The strategy may have a different outcome in a different economic and regional context.

scholarly journals Deciphering the Hidden Informational Content of Protein Sequences

2010 ◽  
Vol 285 (40) ◽  
pp. 30989-31001 ◽  
Author(s):  
Ming Liu ◽  
Qing-xin Hua ◽  
Shi-Quan Hu ◽  
Wenhua Jia ◽  
Yanwu Yang ◽  
...  
Keyword(s):  
Protein Sequences ◽  
Informational Content
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