Time-Series Momentum: A Monte Carlo Approach

The Journal of Financial Data Science ◽

10.3905/jfds.2019.1.012 ◽

2019 ◽

Vol 1 (4) ◽

pp. 103-123

Author(s):

Clemens Struck ◽

Enoch Cheng

Keyword(s):

Time Series ◽

Monte Carlo ◽

Monte Carlo Approach

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An Adaptive Markov Chain Monte Carlo Approach to Time Series Clustering of Processes with Regime Transition Behavior

Multiscale Modeling and Simulation ◽

10.1137/120881981 ◽

2013 ◽

Vol 11 (2) ◽

pp. 415-441 ◽

Author(s):

Jana de Wiljes ◽

Andrew Majda ◽

Illia Horenko

Keyword(s):

Time Series ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Regime Transition ◽

Time Series Clustering ◽

Monte Carlo Approach ◽

Transition Behavior

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Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach

Journal of Applied Statistics ◽

10.1080/02664760120098829 ◽

2002 ◽

Vol 29 (5) ◽

pp. 771-789 ◽

Author(s):

Man-Suk Oh ◽

Dong Wan Shin

Keyword(s):

Time Series ◽

Monte Carlo ◽

Parameter Estimation ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Model Selection ◽

Bayesian Model ◽

Stationary Time Series ◽

Reversible Jump ◽

Monte Carlo Approach

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Time-Series Momentum: A Monte-Carlo Approach

SSRN Electronic Journal ◽

10.2139/ssrn.3345849 ◽

2019 ◽

Author(s):

Enoch Cheng ◽

Clemens Struck

Keyword(s):

Time Series ◽

Monte Carlo ◽

Monte Carlo Approach

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A Monte Carlo approach to biomedicai time series search

2012 IEEE International Conference on Bioinformatics and Biomedicine ◽

10.1109/bibm.2012.6392646 ◽

2012 ◽

Author(s):

Jonathan Woodbridge ◽

Bobak Mortazavi ◽

Majid Sarrafzadeh ◽

Alex A. T. Bui

Keyword(s):

Time Series ◽

Monte Carlo ◽

Monte Carlo Approach ◽

Time Series Search

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Wigner-Boltzmann Monte Carlo approach to nanodevice simulation: from quantum to semiclassical transport

Journal of Computational Electronics ◽

10.1007/s10825-009-0281-3 ◽

2009 ◽

Vol 8 (3-4) ◽

pp. 324-335 ◽

Author(s):

Damien Querlioz ◽

Huu-Nha Nguyen ◽

Jérôme Saint-Martin ◽

Arnaud Bournel ◽

Sylvie Galdin-Retailleau ◽

...

Keyword(s):

Monte Carlo ◽

Monte Carlo Approach ◽

Semiclassical Transport

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Relaxation dynamics in small clusters: A modified Monte Carlo approach

Journal of Computational Physics ◽

10.1016/j.jcp.2007.11.007 ◽

2008 ◽

Vol 227 (4) ◽

pp. 2666-2673 ◽

Author(s):

Barnana Pal

Keyword(s):

Monte Carlo ◽

Relaxation Dynamics ◽

Monte Carlo Approach ◽

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Uncertainty study on atmospheric dispersion simulations using meteorological ensembles with a Monte Carlo approach, applied to the Fukushima nuclear accident

Atmospheric Environment X ◽

10.1016/j.aeaoa.2021.100112 ◽

2021 ◽

pp. 100112

Author(s):

Ngoc Bao Tran LE ◽

Irène Korsakissok ◽

Vivien Mallet ◽

Raphaël Périllat ◽

Anne Mathieu

Keyword(s):

Monte Carlo ◽

Atmospheric Dispersion ◽

Nuclear Accident ◽

Fukushima Nuclear Accident ◽

Monte Carlo Approach

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A clustering-based biased Monte Carlo approach to protein titration curve prediction

2020 19th IEEE International Conference on Machine Learning and Applications (ICMLA) ◽

10.1109/icmla51294.2020.00037 ◽

2020 ◽

Author(s):

Arun V. Sathanur ◽

Nathan A. Baker

Keyword(s):

Monte Carlo ◽

Titration Curve ◽

Monte Carlo Approach

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On the stochastic uncertainties of thermally and optically stimulated luminescence signals: A Monte Carlo approach

Journal of Luminescence ◽

10.1016/j.jlumin.2019.116945 ◽

2020 ◽

Vol 219 ◽

pp. 116945

Author(s):

Vasilis Pagonis ◽

Sebastian Kreutzer ◽

Alex Roy Duncan ◽

Ena Rajovic ◽

Christian Laag ◽

...

Keyword(s):

Monte Carlo ◽

Optically Stimulated Luminescence ◽

Monte Carlo Approach ◽

Stochastic Uncertainties

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A two-stage Monte Carlo approach to the expression of uncertainty with finite sample sizes

Proceedings of the 2005 IEEE International Workshop on Advanced Methods for Uncertainty Estimation in Measurement ◽

10.1109/amuem.2005.1594604 ◽

2005 ◽

Author(s):

S.V. Crowder ◽

R.D. Moyer

Keyword(s):

Monte Carlo ◽

Finite Sample ◽

Sample Sizes ◽

Two Stage ◽

Monte Carlo Approach ◽

Expression Of Uncertainty

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