Search results for "rules"
showing 10 items of 225 documents
Trading the Standard and Poor’s Composite Index
2017
This chapter utilizes the longest historical sample of data on the SP whether the choice of moving average influences the performance of trading rules; how accurately the trading rules identify the bullish and bearish stock market trends; whether there is any advantage in trading daily rather than monthly; and how persistent is the outperformance delivered by the moving average trading rules. The results of this study allow us to revisit the myths regarding the superior performance of the moving average trading rules in this well-known stock market and fully understand their advantages and disadvantages.
Trend Following with Momentum Versus Moving Average: A Tale of Differences
2018
Despite the ever-growing interest in trend following and a series of publications in academic journals, there is still a great shortage of theoretical results on the properties of trend following rules. Our paper fills this gap by comparing and contrasting the two most popular trend following rules, the Momentum (MOM) and Moving Average (MA) rules, from a theoretical perspective. Our approach is based on the return-based formulation of trading rules and modelling the price trends by an autoregressive return process. We provide theoretical results on the similarity between various trend following rules and the forecast accuracy of trading rules. Our results show that the similarity between t…
ENTREACTO / ENTR?ACTE Un film / A Film Chopin y los Sand, amor a cuatro bandas. Aproximación a la esfera privada de Fryderyk Chopin a partir de la pe…
2021
Two centuries later, the legend Chopin-Sand continues to supply the collective imaginary with vague readings, where historical truthfulness, let alone musical truth, is often contingent on the literary. The much discussed and bellicose romance between the Polish composer and the French novelist, George Sand, tends to some reductionism and evades an obvious reality: Fryderyk Chopin meets George Sand when she was already the mother of two children. This circumstance suggests reformulating certain romantic stereotypes. Jerzy Antczak?s biographical film Pragnienie Mi?o?ci (Chopin: Desire for Love, 2002) does not overlook this detail and makes it one of its narrative axes. The relationship betwe…
Du verbe instrumental dans la musique subsaharienne
2021
Sub-Saharan music results from the spoken language/instrumental language relation, directed by an oral culture. In this culture, these languages transmit ? beyond their singularities ? messages thanks to either a coded signal known by the linguistic community or previously defined among a group of individuals, or is used as a true meta-language copied on the articulated and usual language used every day. Here, an instrumental musical speech can then imitate and reproduce the tonal inflexions of the language to make its matter understandable. This fact is the natural result of a strong interaction and interrelation between the spoken language and the music as well as the conception that the …
Using association rules to assess purchase probability in online stores
2016
The paper addresses the problem of e-customer behavior characterization based on Web server log data. We describe user sessions with the number of session features and aim to identify the features indicating a high probability of making a purchase for two customer groups: traditional customers and innovative customers. We discuss our approach aimed at assessing a purchase probability in a user session depending on categories of viewed products and session features. We apply association rule mining to real online bookstore data. The results show differences in factors indicating a high purchase probability in session for both customer types. The discovered association rules allow us to formu…
L’accertamento del trasferimento d’azienda in caso di cambio di appalto nel rito “Fornero”
2021
Con la sentenza n. 2315/2020 la Suprema Corte ha affermato il principio che l’accertamento dell’anzianità di servizio conseguente ad un trasferimento d’azienda può essere affrontato nell’ambito del rito speciale di impugnazione del licenziamento introdotto dalla L. n. 92/2012. Nella decisione in commento la Corte ha altresì modo di dare continuità all’orientamento per cui la fattispecie traslativa si perfeziona anche in presenza di un mero passaggio di personale in forza di obbligo contrattuale o di legge. Infatti se in un determinato appalto di servizi un imprenditore subentra ad un altro e ne acquisisce il personale e i beni strumentali organizzati (cioè l’azienda), la fattispecie no…
Bayesian chronological analyses consistent with synchronous age of 12,835-12,735 Cal BP for Younger Dryas boundary on four continents
2015
The Younger Dryas impact hypothesis posits that a cosmic impact across much of the Northern Hemisphere deposited the Younger Dryas boundary (YDB) layer, containing peak abundances in a variable assemblage of proxies, including magnetic and glassy impact-related spherules, high-temperature minerals and melt glass, nanodiamonds, carbon spherules, aciniform carbon, platinum, and osmium. Bayesian chronological modeling was applied to 354 dates from 23 stratigraphic sections in 12 countries on four continents to establish a modeled YDB age range for this event of 12,835-12,735 Cal B.P. at 95% probability. This range overlaps that of a peak in extraterrestrial platinum in the Greenland Ice Sheet …
Zabezpieczenie na nieruchomości w postępowaniu karnym jako wyraz równorzędności reguł interpretacji w praktyce orzeczniczej sądu karnego
2021
Artykuł poddaje analizie instytucję zabezpieczenia na nieruchomości w postępowaniu karnym w kontekście połączenia w niej działania organów postępowania karnego w dwóch różnych procedurach i w dwóch różnych pozycjach procesowych. Zabezpieczenie następuje w zakresie tytułu wykonawczego w postaci stosownego postanowienia i wynika z postępowania karnego w fazie in personam. Tytuł wykonawczy uzyskany w procedurze karnej stanowi podstawę wpisu hipoteki przymusowej według regulacji procedury cywilnej do księgi wieczystej. Artykuł ma na celu przedstawienie powyższej problematyki w kontekście rozkładu ciężaru argumentacyjnego poszczególnych uczestników dyskursu wskazanej sytuacji procesowej, a także…
CLEARMiner: a new algorithm for mining association patterns on heterogeneous time series from climate data
2010
International audience; Recently, improvements in sensor technology contributed to increasing in spatial data acquisition. The use of remote sensing in many countries and states, where agricultural business is a large part of their gross income, can provide a valuable source to improve their economy. The combination of climate and remote sensing data can reveal useful information, which can help researchers to monitor and estimate the production of agricultural crops. Data mining techniques are the main tools to analyze and extract relationships and patterns. In this context, this paper presents a new algorithm for mining association patterns in Geo-referenced databases of climate and satel…
Characterizations of convex approximate subdifferential calculus in Banach spaces
2016
International audience; We establish subdifferential calculus rules for the sum of convex functions defined on normed spaces. This is achieved by means of a condition relying on the continuity behaviour of the inf-convolution of their corresponding conjugates, with respect to any given topology intermediate between the norm and the weak* topologies on the dual space. Such a condition turns out to also be necessary in Banach spaces. These results extend both the classical formulas by Hiriart-Urruty and Phelps and by Thibault.