Time series | Mathematical finance
High frequency data refers to time-series data collected at an extremely fine scale. As a result of advanced computational power in recent decades, high frequency data can be accurately collected at an efficient rate for analysis. Largely used in financial analysis and in high frequency trading, high frequency data provides intraday observations that can be used to understand market behaviors, dynamics, and micro-structures. High frequency data collections were originally formulated by massing tick-by-tick market data, by which each single 'event' (transaction, quote, price movement, etc.) is characterized by a 'tick', or one logical unit of information. Due to the large amounts of ticks in a single day, high frequency data collections generally contain a large amount of data, allowing high statistical precision. High frequency observations across one day of a liquid market can equal the amount of daily data collected in 30 years. (Wikipedia).
Determine the Mode from a Frequency Table
This video explains how to determine the mode of a data set given in a frequency table.
From playlist Statistics: Describing Data
Grouped frequency tables (continuous)
Powered by https://www.numerise.com/ Grouped frequency tables (continuous)
From playlist Collecting data
Frequency (1 of 2: Introduction to Relative, Cumulative and Grouped/Classed Frequency)
More resources available at www.misterwootube.com
From playlist Data Analysis
Cumulative Frequency (1 of 2: Basic calculations)
More resources available at www.misterwootube.com
From playlist Descriptive Statistics & Bivariate Data Analysis
If you are interested in learning more about this topic, please visit http://www.gcflearnfree.org/ to view the entire tutorial on our website. It includes instructional text, informational graphics, examples, and even interactives for you to practice and apply what you've learned.
From playlist Big Data
How to Create a Frequency Table – Simple, Cumulative, Relative Frequency & Percentile (3-3)
Now that we understand what frequency is, we will create a frequency table. The table will include columns for our variable, simple frequency, relative frequency, cumulative frequency, and percentiles. The term simple frequency refers to the number of times a score occurs in the data se
From playlist WK3 Frequency - Online Statistics for the Flipped Classroom
Frequency (2 of 2: Finding the Cumulative Frequency and Relative Frequency from Frequency tables)
More resources available at www.misterwootube.com
From playlist Data Analysis
How Does High-Frequency Trading Affect Low-Frequency Trading?
For the latest information, please visit: http://www.wolfram.com Speaker: Kun Li Compared with traditional market makers, high-frequency trading has a larger impact on low-frequency liquidity and order-execution quality. This talk examines how high-frequency trading affects low-frequency
From playlist Wolfram Technology Conference 2014
Find the Mean of Grouped Data | Statistics, Grouped Frequency Tables
How do we find the mean of grouped data? If we are given a grouped frequency table to represent data, that presents a challenge because we do not know the raw data values - we only know how many fall into certain groups. Thus, we are unable to calculate the mean the normal way. We'll go ov
From playlist Statistics
High-frequency Component Helps Explain the Generalization of Convolutional Neural Networks | AISC
For slides and more information on the paper, visit https://ai.science/e/high-frequency-component-helps-explain-the-generalization-of-convolutional-neural-networks--HVAyCyALo5x54CyWLPXv Speaker: Haohan Wang; Host: Ali El-Sharif Motivation: Computer Vision implementations based on Convol
From playlist Explainability and Ethics
Twelfth Imaging & Inverse Problems (IMAGINE) OneWorld SIAM-IS Virtual Seminar Series Talk
Date: Wednesday, February 3, 2021, 10:00am EDT Speaker: Laurent Demanet, Massachusetts Institute of Technology Title: Imaging from deepfake data Abstract: Neural networks might have an interesting and surprising role to play in the context of imaging/inversion from sensor data and physi
From playlist Imaging & Inverse Problems (IMAGINE) OneWorld SIAM-IS Virtual Seminar Series
Be one of the first 500 people to sign up with this link and get 20% off your subscription with Brilliant.org! https://brilliant.org/realengineering/ New streaming platform: https://watchnebula.com/ Vlog channel: https://www.youtube.com/channel/UCMet4qY3027v8KjpaDtDx-g Patreon: htt
From playlist Electronics
13: Spectral Analysis Part 3 - Intro to Neural Computation
MIT 9.40 Introduction to Neural Computation, Spring 2018 Instructor: Michale Fee View the complete course: https://ocw.mit.edu/9-40S18 YouTube Playlist: https://www.youtube.com/playlist?list=PLUl4u3cNGP61I4aI5T6OaFfRK2gihjiMm A brief review of Fourier transforms, spectral estimation, wind
From playlist MIT 9.40 Introduction to Neural Computation, Spring 2018
Dr Joan Lasenby - The mathematics of processing digital images - LMS Popular Lecture 2015
LMS Popular Lecture Leeds University November 2015 The mathematics of processing digital images In an age of digital images we have all become photographers. High quality cameras in mobile phones, together with Apps which send images to our contacts, have transformed the way in which we
From playlist LMS Popular Lectures 2007 - present
Probing Magnetic Fields in Blazar Jets from a Radio/Optical Polarization Study by B. Wills
Extragalactic Relativistic Jets: Cause and Effect PROGRAM LINK: www.icts.res.in/program/ERG2015 DATES: Monday 12 Oct, 2015 - Tuesday 20 Oct, 2015 VENUE: Ramanujan Lecture Hall, ICTS Bangalore DESCRIPTION : Active Galactic Nuclei (AGN) are the luminous centers of galaxies that are belie
From playlist Extragalactic Relativistic Jets: Cause and Effect
Measurement of Evolutionary dynamics in human cancers using mathematical modeling... - Trevor Graham
Mathematical Methods in Cancer Evolution and Heterogeneity Workshop Title: Measurement of Evolutionary dynamics in human cancers using mathematical modeling of genomic data Speaker: Trevor Graham Affiliation: Barts Cancer Institute Date: June 1, 2017 For more videos, please visit http://
From playlist Mathematical Methods in Cancer Evolution
OHM2013: Hacking the radiofrequency spectrum: GNURadio as a signal processing prototyping tool
For more information visit: http://bit.ly/OHM13_web To download the video visit: http://bit.ly/OHM13_down Playlist OHM 2013: http://bit.ly/OHM13_pl Speaker: jmfriedt GNURadio as a signal processing prototyping tool for becoming familiar with analog and digital communication methods. We
From playlist OHM 2013
Low Pass Filters & High Pass Filters : Data Science Concepts
What is a low pass filter? What is a high pass filter? Sobel Filter: https://en.wikipedia.org/wiki/Sobel_operator
From playlist Time Series Analysis
Lecture 9 | The Fourier Transforms and its Applications
Lecture by Professor Brad Osgood for the Electrical Engineering course, The Fourier Transforms and its Applications (EE 261). Professor Osgood continues his lecture on convolution and recaps on Fourier transformations and signal combinations. The Fourier transform is a tool for solvin
From playlist Lecture Collection | The Fourier Transforms and Its Applications