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Showing 1 to 2 of 2 for “"Order independence"”.

  1. The Nonlinear Behavior of Stock Prices: The Impact of Firm Size, Seasonality, and Trading Frequency

    … in forecasting, and because the lack of lower-order correlation does not guarantee higher-order independence, nonlinear testing that focuses on higher-order moments of stock return distributions may reveal exploitable stock return dependencies. This dissertation fits AR models to TAQ data …

    vt Repository record for The Nonlinear Behavior of Stock Prices: The Impact of Firm Size, Seasonality, and Trading Frequency (opens in a new tab)

  2. Accelerating data-intensive scientific visualization and computing through parallelization

    … Grouping More and Pairing Less (GMPL), for order-independent image composition workflow scheduling in sort-last parallel rendering. The technical merits of GMPL are two-fold: i) it takes a prime factorization-based approach for processor grouping, which not only obviates the common …

    njit Repository record for Accelerating data-intensive scientific visualization and computing through parallelization (opens in a new tab)