scholarly journals The Accuracy of the Tick Rule in the Bitcoin Market

SAGE Open ◽  
2021 ◽  
Vol 11 (2) ◽  
pp. 215824402110145
Author(s):  
Donglian Ma ◽  
Pengxiang Zhai
Keyword(s):  
Success Rate ◽  
Sufficient Accuracy ◽  
Classification Algorithms ◽  
Market Data ◽  
Long Period ◽  
Trade Classification

The tick rule is one of the most popular trade classification algorithms used when an order initiator in market data is not signed. Using 11.9 million trades of Bitcoin/USD on Bitstamp, this article tests the accuracy of the tick rule in the Bitcoin market. Evidence indicates that the overall success rate of the tick rule is 76.87%. It is also shown that the tick rule is inclined to fail in discerning trade intentions when there is a long period of time between trades. Furthermore, order imbalances computed using the tick rule lack sufficient accuracy in the Bitcoin market.

scholarly journals Short Sales and Trade Classification Algorithms

2008 ◽  
Author(s):  
Paul Asquith ◽  
Rebecca Oman ◽  
Christopher Safaya
Keyword(s):  
Classification Algorithms ◽  
Short Sales ◽  
Trade Classification

scholarly journals Identification of Judicial Outcomes in Judgments: A Generalized Gini-PLS Approach

Stats ◽  
2020 ◽  
Vol 3 (4) ◽  
pp. 427-443
Author(s):  
Gildas Tagny-Ngompé ◽  
Stéphane Mussard ◽  
Guillaume Zambrano ◽  
Sébastien Harispe ◽  
Jacky Montmain
Keyword(s):  
Law Enforcement ◽  
Success Rate ◽  
Text Classification ◽  
Binary Classification ◽  
Classification Algorithms ◽  
Classification Models ◽  
Target Variable ◽  
Technical Aspects ◽  
Legal Documents ◽  
Judicial Outcomes

This paper presents and compares several text classification models that can be used to extract the outcome of a judgment from justice decisions, i.e., legal documents summarizing the different rulings made by a judge. Such models can be used to gather important statistics about cases, e.g., success rate based on specific characteristics of cases’ parties or jurisdiction, and are therefore important for the development of Judicial prediction not to mention the study of Law enforcement in general. We propose in particular the generalized Gini-PLS which better considers the information in the distribution tails while attenuating, as in the simple Gini-PLS, the influence exerted by outliers. Modeling the studied task as a supervised binary classification, we also introduce the LOGIT-Gini-PLS suited to the explanation of a binary target variable. In addition, various technical aspects regarding the evaluated text classification approaches which consists of combinations of representations of judgments and classification algorithms are studied using an annotated corpora of French justice decisions.

scholarly journals Short Sales and Trade Classification Algorithms

2008 ◽  
Author(s):  
Paul Asquith ◽  
Rebecca Oman ◽  
Christopher Safaya
Keyword(s):  
Classification Algorithms ◽  
Short Sales ◽  
Trade Classification

scholarly journals Short sales and trade classification algorithms

2010 ◽  
Vol 13 (1) ◽  
pp. 157-173 ◽  
Author(s):  
Paul Asquith ◽  
Rebecca Oman ◽  
Christopher Safaya
Keyword(s):  
Classification Algorithms ◽  
Short Sales ◽  
Trade Classification

scholarly journals Grafting methods and use of fasteners in monoembryonic, polyembryonic, and multi-stemmed jaboticaba (Plinia jaboticaba (Vell) Berg) seedlings

2020 ◽  
Vol 11 ◽  
pp. e3158
Author(s):  
Julcinara Oliveira Baptista ◽  
José Carlos Lopes ◽  
Edilson Romais Schmildt ◽  
Caroline Palacio De Araujo ◽  
Rodrigo Sobreira Alexandre
Keyword(s):  
Experimental Design ◽  
Success Rate ◽  
Sweet Taste ◽  
Success Rates ◽  
Long Period ◽  
Fruit Species ◽  
Organoleptic Characteristics ◽  
High Germination ◽  
Grafting Methods

Jaboticaba is a native fruit from Brazil, appreciated for its sweet taste and organoleptic characteristics. The propagation of this fruit species occurs exclusively through seeds, which present high germination rates, although with a long period of juvenility, a fact that favors advances in studies aiming at an early fruiting. This research aimed to study a more adequate and rapid grafting method for the jaboticaba cv. Sabará. The experimental design was in randomized blocks, with 12 treatments consisting of combinations using three types of seedlings (monoembryonic, polyembryonic, and multi-stemmed), two grafting methods (top cleft and splice grafting), and two fasteners (parafilm® tape and circular clip), with three replications consisting of 10 seedlings each. The analyzed characteristics were: monoembryony (%); polyembryony (%), multi-stemming (%), grafting success rate (%), survival (%), scion length (cm), scion diameter (mm), and rootstock diameter (mm). The percentage of monoembryony (46.4%) was higher than the success rates of polyembryony (36%), and multi-stemming (17.6%). The top cleft grafting method of monoembryonic seedlings fastened with parafilm® and circular clip, and polyembryonic seedlings fastened with circular clip were the more suitable for grafting in the jaboticaba cv. Sabará.

Trade classification algorithms for electronic communications network trades

2007 ◽  
Vol 31 (12) ◽  
pp. 3806-3821 ◽  
Author(s):  
Bidisha Chakrabarty ◽  
Bingguang Li ◽  
Vanthuan Nguyen ◽  
Robert A. Van Ness
Keyword(s):  
Classification Algorithms ◽  
Electronic Communications ◽  
Communications Network ◽  
Trade Classification
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