Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
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Updated
Jan 21, 2022 - R
8000
Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data
Repositorio con el Trabajo Final de Grado de Pedro Manuel Ramos Rodríguez sobre una aplicación para la validación estadística de metaheurísticas utilizadas para la optimización multi-objetivo
Collection of code for detection and modeling of jumps (WIP)
Useful tools for statistical data exploration.
Collection of code for detection and modeling of jumps (WIP)
Company X wants to increase sales after conducting training for sales workers. However, it needs to analyze whether the training is really effective in improving sales performance. Previously, the average sales per transaction was $100, and to evaluate the effectiveness of the training, the company collected recent data from 25 sales workers.
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