Hasanthi anuradha Pathberiya

7 Questions 3 Answers 0 Followers

Questions related from Hasanthi anuradha Pathberiya

What does this reachability plot means?

Can anyone help me to interpret this reachability plot? How can we identify clusters with this? How to find the most suiatable value for eps in optics_cut(x, eps) ?

11 November 2015 8,557 0 View

Assumptions under rule of huge error?

To use rule of huge error in detecting outliers in a data set is it necessary for the data set to be normally distributed? http://education.mrsec.wisc.edu/research/topic_guides/outlier_handout.pdf

08 August 2015 561 1 View

Can I fit a support vector regression model for financial data (exchange rate returns)?

Here are the variables Response variable: exchange rate return at five minute frequency Explanatory variables: exchange rate return at previous lags Other exchange rates Time around release of...

06 June 2015 5,167 5 View

How can I use a regime switch model (RSM) to identify different regimes in exchange rate behavior?

I am interested in studying the behavior of exchange rates. I would like to use R as a software. Can anyone please explain the algorithm that I should follow in order to fit a regime switch model?...

12 December 2013 8,493 3 View

Do we have to have a series which follows normal distribution in order to fit a regime switch model?

What is a regime switch model? Do we have to have a series which follows normal distribution in order to fit a regime switch model?

08 August 2013 6,737 2 View

Comparing correlation structures

I have a data set of stock returns. I am considering the correlation between mean return and volatility within different hours. I want to compare volatility structures across different hours. e.g:...

06 June 2013 3,270 3 View

How to identify clusters of volatility in different time intervals in financial time series data?

I am interested in analyzing disparities in volatility in different five minute intervals in different trading days in the Forex market. Now I want to know whether the volatility in such intervals...

06 June 2013 6,143 4 View