scholarly journals Using Futures Prices to Filter Short-Term Volatility and Recover a Latent, Long-Term Price Series for Oil

2006 ◽  
Author(s):  
John E. Parsons ◽  
Miguel Herce ◽  
Robert C. Ready
Keyword(s):  
Futures Prices ◽  
Short Term ◽  
Price Series

Crude oil price prediction based on LSTM network and GM (1,1) model

2020 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Tianxiang Yao ◽  
Zihan Wang
Keyword(s):  
Crude Oil ◽  
Oil Price ◽  
Crude Oil Price ◽  
Short Term ◽  
Content Type ◽  
Forecasting Models ◽  
Price Series ◽  
Mode Decomposition ◽  
Lstm Network

PurposeAccording to the problem of crude oil price forecasting, the purpose of this paper is to propose a multi-step prediction method based on the empirical mode decomposition, long short-term memory network and GM (1,1) model.Design/methodology/approachFirst, the empirical mode decomposition method is used to decompose the crude oil price series into several components with different frequencies. Then, each subsequence is classified and synthesized based on the specific periodicity and other properties to obtain several components with different significant characteristics. Finally, all components are substituted into a suitable prediction model for fitting. LSTM models with different parameters are constructed for predicting specific components, which approximately and respectively represent short-term market disturbance and long-term influences. Rolling GM (1,1) model is constructed to simulate a series representing the development trend of oil price. Eventually, all results obtained from forecasting models are summarized to evaluate the performance of the model.FindingsThe model is respectively applied to simulate daily, weekly and monthly WTI crude oil price sequences. The results show that the model has high accuracy on the prediction, especially in terms of series representing long-term influences with lower frequency. GM (1,1) model has excellent performance on fitting the trend of crude oil price.Originality/valueThis paper combines GM (1,1) model with LSTM network to forecast WTI crude oil price series. According to the different characteristics of different sequences, suitable forecasting models are constructed to simulate the components.

scholarly journals Analysis of Long-Term Relationship between Spot and Futures prices Using Johansen’s Test of Cointegration

2011 ◽  
Vol 2 (2) ◽  
pp. 65-80
Author(s):  
Sathya Swaroop Debasish
Keyword(s):  
Spot Price ◽  
Futures Prices ◽  
Spot Prices ◽  
Econometric Methods ◽  
Price Series ◽  
Augmented Dickey Fuller ◽  
National Bank ◽  
Difference Form ◽  
Adf Test

The main objective of the study is to examine the long-term relationship between spot prices and futures prices A. The study has used daily prices (closing, opening, high and low) in both spot market and futures market for the 40 sample individual stocks drawn from six leading sectors namely, Automobiles, Banking, Cement, Gas, Oil & Refineries, Information Technology and Pharmaceutical. The period of study is from 1st January 1997 to 31st May 2009. The study begins by testing the stationarity of the spot price series and futures price series using two econometric methods namely, Philips Perron (PP) test and Augmented Dickey-Fuller (ADF) test. The long term relationship between spot prices and futures prices is statistically tested using Johansen’s test of Cointegration employing likelihood Ratio (L.R.), under the hypothesis that there exists a single cointegration equation between spot and future prices. It is found that both spot prices and futures prices for the selected companies are not stationary in the level form, but there is evidence of stationarity in the first difference form. The study finds a single long-term relationship for each of the selected companies across the six sectors. Among the selected companies in each sector, those evidencing strongest relation in respective sector are Tata Motors, Punjab National Bank, Gujrat Ambuja Cements, Bongaigaon Refineries, I-Flex and GLAXO Pharma.

Conceptual short-term memory (CSTM) supports core claims of Christiansen and Chater

2016 ◽  
Vol 39 ◽  
Author(s):  
Mary C. Potter
Keyword(s):  
Working Memory ◽  
Rapid Serial Visual Presentation ◽  
Language Comprehension ◽  
Short Term Memory ◽  
Visual Presentation ◽  
Long Term Memory ◽  
Short Term ◽  
Term Memory ◽  
Use Of Knowledge

AbstractRapid serial visual presentation (RSVP) of words or pictured scenes provides evidence for a large-capacity conceptual short-term memory (CSTM) that momentarily provides rich associated material from long-term memory, permitting rapid chunking (Potter 1993; 2009; 2012). In perception of scenes as well as language comprehension, we make use of knowledge that briefly exceeds the supposed limits of working memory.

Ultrastructural investigations of MDL 19,660-induced effects on the canine platelet and megakaryocyte

1990 ◽  
Vol 48 (3) ◽  
pp. 374-375
Author(s):  
D.E. Loudy ◽  
J. Sprinkle-Cavallo ◽  
J.T. Yarrington ◽  
F.Y. Thompson ◽  
J.P. Gibson
Keyword(s):  
Antidepressant Drug ◽  
Beagle Dogs ◽  
Long Term Effects ◽  
Short Term ◽  
Platelet Counts ◽  
Toxicological Studies ◽  
Induced Aggregation ◽  
Internal Architecture

Previous short term toxicological studies of one to two weeks duration have demonstrated that MDL 19,660 (5-(4-chlorophenyl)-2,4-dihydro-2,4-dimethyl-3Hl, 2,4-triazole-3-thione), an antidepressant drug, causes a dose-related thrombocytopenia in dogs. Platelet counts started to decline after two days of dosing with 30 mg/kg/day and continued to decrease to their lowest levels by 5-7 days. The loss in platelets was primarily of the small discoid subpopulation. In vitro studies have also indicated that MDL 19,660: does not spontaneously aggregate canine platelets and has moderate antiaggregating properties by inhibiting ADP-induced aggregation. The objectives of the present investigation of MDL 19,660 were to evaluate ultrastructurally long term effects on platelet internal architecture and changes in subpopulations of platelets and megakaryocytes.Nine male and nine female beagle dogs were divided equally into three groups and were administered orally 0, 15, or 30 mg/kg/day of MDL 19,660 for three months. Compared to a control platelet range of 353,000- 452,000/μl, a doserelated thrombocytopenia reached a maximum severity of an average of 135,000/μl for the 15 mg/kg/day dogs after two weeks and 81,000/μl for the 30 mg/kg/day dogs after one week.

Comparison of Auditory, Language, Memory, and Attention Abilities in Children With and Without Listening Difficulties

2020 ◽  
Vol 29 (4) ◽  
pp. 710-727
Author(s):  
Beula M. Magimairaj ◽  
Naveen K. Nagaraj ◽  
Alexander V. Sergeev ◽  
Natalie J. Benafield
Keyword(s):  
Auditory Processing ◽  
Short Term Memory ◽  
Group Differences ◽  
Long Term Memory ◽  
Short Term ◽  
Significant Group ◽  
Term Memory ◽  
Memory And Attention ◽  
Speed And Accuracy

Objectives School-age children with and without parent-reported listening difficulties (LiD) were compared on auditory processing, language, memory, and attention abilities. The objective was to extend what is known so far in the literature about children with LiD by using multiple measures and selective novel measures across the above areas. Design Twenty-six children who were reported by their parents as having LiD and 26 age-matched typically developing children completed clinical tests of auditory processing and multiple measures of language, attention, and memory. All children had normal-range pure-tone hearing thresholds bilaterally. Group differences were examined. Results In addition to significantly poorer speech-perception-in-noise scores, children with LiD had reduced speed and accuracy of word retrieval from long-term memory, poorer short-term memory, sentence recall, and inferencing ability. Statistically significant group differences were of moderate effect size; however, standard test scores of children with LiD were not clinically poor. No statistically significant group differences were observed in attention, working memory capacity, vocabulary, and nonverbal IQ. Conclusions Mild signal-to-noise ratio loss, as reflected by the group mean of children with LiD, supported the children's functional listening problems. In addition, children's relative weakness in select areas of language performance, short-term memory, and long-term memory lexical retrieval speed and accuracy added to previous research on evidence-based areas that need to be evaluated in children with LiD who almost always have heterogenous profiles. Importantly, the functional difficulties faced by children with LiD in relation to their test results indicated, to some extent, that commonly used assessments may not be adequately capturing the children's listening challenges. Supplemental Material https://doi.org/10.23641/asha.12808607

Abstract #283 Diabetes Increases Short-Term but not Long-Term Risk of Fracture: A Community-Based Study

2019 ◽  
Vol 25 ◽  
pp. 114
Author(s):  
Alyssa Dufour ◽  
Setareh Williams ◽  
Richard Weiss ◽  
Elizabeth Samelson
Keyword(s):  
Short Term ◽  
Community Based ◽  
Risk Of Fracture

Abstract #238: Improved Short Term and Long Term Outcomes of Early Insulin Initiation in Type 2 Diabetes Over 10 Years

2017 ◽  
Vol 23 ◽  
pp. 50
Author(s):  
Jothydev Kesavadev ◽  
Shashank Joshi ◽  
Banshi Saboo ◽  
Hemant Thacker ◽  
Arun Shankar ◽  
...  
Keyword(s):  
Type 2 Diabetes ◽  
Insulin Initiation ◽  
Long Term Outcomes ◽  
Short Term

Anticoagulation in addition to dual antiplatelet therapy has no impact on long-term follow-up after endovascular treatment of (sub)acute lower limb ischemia

VASA ◽  
2019 ◽  
Vol 48 (4) ◽  
pp. 321-329
Author(s):  
Mariya Kronlage ◽  
Erwin Blessing ◽  
Oliver J. Müller ◽  
Britta Heilmeier ◽  
Hugo A. Katus ◽  
...  
Keyword(s):  
Endovascular Treatment ◽  
Antiplatelet Therapy ◽  
Dual Antiplatelet Therapy ◽  
Limb Ischemia ◽  
Bleeding Complications ◽  
Severe Bleeding ◽  
Short Term ◽  
Long Term Follow Up

Summary. Background: To assess the impact of short- vs. long-term anticoagulation in addition to standard dual antiplatelet therapy (DAPT) upon endovascular treatment of (sub)acute thrombembolic occlusions of the lower extremity. Patient and methods: Retrospective analysis was conducted on 202 patients with a thrombembolic occlusion of lower extremities, followed by crirical limb ischemia that received endovascular treatment including thrombolysis, mechanical thrombectomy, or a combination of both between 2006 and 2015 at a single center. Following antithrombotic regimes were compared: 1) dual antiplatelet therapy, DAPT for 4 weeks (aspirin 100 mg/d and clopidogrel 75 mg/d) upon intervention, followed by a lifelong single antiplatelet therapy; 2) DAPT plus short term anticoagulation for 4 weeks, followed by a lifelong single antiplatelet therapy; 3) DAPT plus long term anticoagulation for > 4 weeks, followed by a lifelong anticoagulation. Results: Endovascular treatment was associated with high immediate revascularization (> 98 %), as well as overall and amputation-free survival rates (> 85 %), independent from the chosen anticoagulation regime in a two-year follow up, p > 0.05. Anticoagulation in addition to standard antiplatelet therapy had no significant effect on patency or freedom from target lesion revascularization (TLR) 24 months upon index procedure for both thrombotic and embolic occlusions. Severe bleeding complications occurred more often in the long-term anticoagulation group (9.3 % vs. 5.6 % (short-term group) and 6.5 % (DAPT group), p > 0.05). Conclusions: Our observational study demonstrates that the choice of an antithrombotic regime had no impact on the long-term follow-up after endovascular treatment of acute thrombembolic limb ischemia whereas prolonged anticoagulation was associated with a nominal increase in severe bleeding complications.

Intraindividual Variability and Stability of Affect and Well-Being

GeroPsych ◽  
2013 ◽  
Vol 26 (3) ◽  
pp. 185-199 ◽  
Author(s):  
Christina Röcke ◽  
Annette Brose
Keyword(s):  
Age Differences ◽  
Well Being ◽  
Subjective Well Being ◽  
Emotional Experiences ◽  
Short Term ◽  
Regulatory Processes ◽  
Functional Implications ◽  
Methodological Approaches ◽  
Underlying Processes

Whereas subjective well-being remains relatively stable across adulthood, emotional experiences show remarkable short-term variability, with younger and older adults differing in both amount and correlates. Repeatedly assessed affect data captures both the dynamics and stability as well as stabilization that may indicate emotion-regulatory processes. The article reviews (1) research approaches to intraindividual affect variability, (2) functional implications of affect variability, and (3) age differences in affect variability. Based on this review, we discuss how the broader literature on emotional aging can be better integrated with theories and concepts of intraindividual affect variability by using appropriate methodological approaches. Finally, we show how a better understanding of affect variability and its underlying processes could contribute to the long-term stabilization of well-being in old age.

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