high frequency data
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2022 ◽  
Vol 5 ◽  
Author(s):  
Rhys Manners ◽  
Julius Adewopo ◽  
Marguerite Niyibituronsa ◽  
Roseline Remans ◽  
Aniruddha Ghosh ◽  
...  

Diet quality is a critical determinant of human health and increasingly serves as a key indicator for food system sustainability. However, data on diets are limited, scattered, often project-dependent, and current data collection systems do not support high-frequency or consistent data flows. We piloted in Rwanda a data collection system, powered by the principles of citizen science, to acquire high frequency data on diets. The system was deployed through an unstructured supplementary service data platform, where respondents were invited to answer questions regarding their dietary intake. By combining micro-incentives with a normative nudge, 9,726 responses have been crowdsourced over 8 weeks of data collection. The cost per respondent was < $1 (system set-up, maintenance, and a small payment to respondents), with interactions taking <15 min. Exploratory analyses show that >70% of respondents consume tubers and starchy vegetables, leafy vegetables, fruits, legumes, and wholegrains. Women consumed better quality diets than male respondents, revealing a sex-based disparity in diet quality. Similarly, younger respondents (age ≤ 24 years) consumed the lowest quality diets, which may pose significant risks to their health and mental well-being. Middle-income Rwandans were identified to have consumed the highest quality diets. Long-term tracking of diet quality metrics could help flag populations and locations with high probabilities of nutrition insecurity, in turn guiding relevant interventions to mitigate associated health and social risks.


2022 ◽  
Vol 15 (1) ◽  
pp. 1-20
Author(s):  
Ravinder Kumar ◽  
Lokesh Kumar Shrivastav

Designing a system for analytics of high-frequency data (Big data) is a very challenging and crucial task in data science. Big data analytics involves the development of an efficient machine learning algorithm and big data processing techniques or frameworks. Today, the development of the data processing system is in high demand for processing high-frequency data in a very efficient manner. This paper proposes the processing and analytics of stochastic high-frequency stock market data using a modified version of suitable Gradient Boosting Machine (GBM). The experimental results obtained are compared with deep learning and Auto-Regressive Integrated Moving Average (ARIMA) methods. The results obtained using modified GBM achieves the highest accuracy (R2 = 0.98) and minimum error (RMSE = 0.85) as compared to the other two approaches.


2021 ◽  
pp. 1-42
Author(s):  
Jia Li ◽  
Viktor Todorov ◽  
Qiushi Zhang

Abstract This paper provides a nonparametric test for deciding the dimensionality of a policy shock as manifest in the abnormal change in asset returns' stochastic covariance matrix, following the release of a macroeconomic announcement. We use high-frequency data in local windows before and after the event to estimate the covariance jump matrix, and then test its rank. We find a one-factor structure in the covariance jump matrix of the yield curve resulting from the Federal Reserve's monetary policy shocks prior to the 2007-2009 financial crisis. The dimensionality of policy shocks increased afterwards due to the use of unconventional monetary policy tools.


Significance GDP posted growth of 9.4% year-on-year in the second quarter, the highest rate in 23 years. According to high-frequency data, economic recovery appears to have continued between July and September albeit at a slightly slower pace. Impacts Low inflation will allow the Central Bank to maintain an accommodative stance in the short term; any rate hikes next year will be gradual. Banks’ profitability and credit quality may deteriorate in 2022 as loan restructuring measures expire and lagged pandemic effects kick in. The exchange rate may further depreciate amid uncertainty over the country’s fiscal prospects and the outcome of the 2022 elections. While tourism appears to be on a strong trajectory, the spread of Omicron in Europe and the United States could reverse its recovery.


Sensors ◽  
2021 ◽  
Vol 21 (24) ◽  
pp. 8185
Author(s):  
Bertrand Schneider ◽  
Gahyun Sung ◽  
Edwin Chng ◽  
Stephanie Yang

This paper reviews 74 empirical publications that used high-frequency data collection tools to capture facets of small collaborative groups—i.e., papers that conduct Multimodal Collaboration Analytics (MMCA) research. We selected papers published from 2010 to 2020 and extracted their key contributions. For the scope of this paper, we focus on: (1) the sensor-based metrics computed from multimodal data sources (e.g., speech, gaze, face, body, physiological, log data); (2) outcome measures, or operationalizations of collaborative constructs (e.g., group performance, conditions for effective collaboration); (3) the connections found by researchers between sensor-based metrics and outcomes; and (4) how theory was used to inform these connections. An added contribution is an interactive online visualization where researchers can explore collaborative sensor-based metrics, collaborative constructs, and how the two are connected. Based on our review, we highlight gaps in the literature and discuss opportunities for the field of MMCA, concluding with future work for this project.


2021 ◽  
Author(s):  
Lydia Y. Kim ◽  
Maria Ana Lugo ◽  
Andrew D. Mason ◽  
Ikuko Uochi

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