Detecting abnormal trading activities in option markets

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This thesis addresses theoretical and practical aspects of identification and subsequent control of self-exciting point processes. The main contributions correspond to four separate scientific papers. In the first paper, we address the challenge of robust ...

Background and objective The automated detection of atrial activations (AAs) recorded from intracardiac electrograms (IEGMs) during atrial fibrillation (AF) is challenging considering their various amplitudes, morphologies and cycle length. Activation time ...

Micropollutants (MP) such as residues of pharmaceuticals, industrial chemicals or pesticides can be detected in almost all water resources. Various processes can be used to abate them in drinking water treatment, e.g., ozonation, advanced oxidation process ...

The objective of this study was to examine if patterns of resting-state brain activity and functional connectivity in cortical and subcortical regions in patients with early symptomatic amyotrophic lateral sclerosis (ALS) resemble those of behavioural vari ...

In this paper we study the problem of social learning under multiple true hypotheses and self-interested agents. In this setup, each agent receives data that might be generated from a different hypothesis (or state) than the data other agents receive. In c ...

In this work we compare two different options to perform on-line subjective quality assessment experiments in the context of the Call for Evidence on JPEG Pleno Point Cloud Coding. A deep-learning based point cloud codec submitted to the Call was tested ag ...

About 50% of all hydropower plants (HPPs) worldwide were originally commissioned more than 40 years ago, so that the advanced age of the fleet is a major concern across all continents, and especially in Europe. The modernization of HPPs can generate severa ...

In multiple testing problems where the components come from a mixture model of noise and true effect, we seek to first test for the existence of the non-zero components, and then identify the true alternatives under a fixed significance level

\alpha

. Two ...

Null models are useful for assessing whether a dataset exhibits a non-trivial property of interest. These models have recently gained interest in the neuroimaging community as means to explore dynamic properties of functional Magnetic Resonance Imaging (fM ...

In the past two decades, wind energy has been under fast development worldwide. The dramatic increase of wind power penetration in electricity production has posed a big challenge to grid integration due to the high uncertainty of wind power. Accurate real ...

When activist shareholders file Schedule 13D filings, the average excess return on target stocks is 6% and stock price volatility drops by about 10%. Prior to filing days, volatility (price) information is reflected in option (stock) prices. Using a compre ...

Objectives To determine and compare the qualitative and quantitative diagnostic performance of a single sagittal fast spin echo (FSE) T2-weighted Dixon sequence in differentiating benign and malignant vertebral compression fractures (VCF), using multiple r ...

Detecting abnormal trading activities in option markets

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Self-Exciting Point Processes: Identification and Control

Evaluation and optimization of novel extraction algorithms for the automatic detection of atrial activations recorded within the pulmonary veins during atrial fibrillation

Pretreatment options for micropollutant abatement before aquifer recharge in drinking water production: Assessment of UV/H2O2 and dense membranes

Cortical and subcortical changes in resting-state neuronal activity and connectivity in early symptomatic ALS and advanced frontotemporal dementia

Social Learning with Disparate Hypotheses

Comparison of Remote Subjective Assessment Strategies in the Context of the JPEG Pleno Point Cloud Activity

Assessing the energy potential of modernizing the European hydropower fleet

Multiple testing with test statistics following heavy-tailed distributions

Interpreting null models of resting-state functional MRI dynamics: not throwing the model out with the hypothesis

Numerical Weather Prediction and Artificial Neural Network Coupling for Wind Energy Forecast

Informed Trading in the Stock Market and Option Price Discovery

Differentiation between benign and malignant vertebral compression fractures using qualitative and quantitative analysis of a single fast spin echo T2-weighted Dixon sequence