Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities

This note develops general model-free adjustment procedures for the calculation of unbiased volatility loss functions based on practically feasible realized volatility benchmarks. The procedures, which exploit the recent asymptotic distributional results in Barndorff-Nielsen and Shephard (2002a), are both easy to implement and highly accurate in empirically realistic situations. On properly accounting for the measurement errors in the volatility forecast evaluations reported in Andersen, Bollerslev, Diebold and Labys (2003), the adjustments result in markedly higher estimates for the true degree of return-volatility predictability.

Customer perceptions of Banking Products and Services in Kerala with reference to Specific Customer Segments in the Urban Area

As of 1999. the state of Kerala has 3210 offices of scheduled commercial banks (SCBS). In all, there are 48 commercial banks operating in Kerala, which includes PSBs, OPBs, NPBS. FBs, and Gramin Banks. The urban areas give a complete picture of the competition in the present day banking scenario with the presence of all bank groups. Semi-urban areas of Kerala have 2196 and urban areas have 593 as on March 1995.“ The study focuses on the selected segments ofthe urban customers in Kerala which is capable of giving the finer aspects of variation in customer behaviour in the purchase of banking products and services. Considering the exhaustive nature of such an exercise, all the districts in the state have not been brought under the purview of the study. Instead. three districts with largest volume of business in terms of deposits, advances, and number of offices have been short listed as representative regions for a focused study. The study focuses on the retail customer segment and their perceptions on the various products or services offered to them. Non Resident Indians (NRIs), and Traders and Small—ScaIe Industries segments have also been included in the study with a view to obtain a comparative picture with respect to perception on customer satisfaction and service quality dimensions and bank choice behaviour. The research is hence confined to customer behaviour and the implications for possible strategies for segmentation within the retail segment customers

Compositional data and Simpson's paradox

Simpson's paradox, also known as amalgamation or aggregation paradox, appears when dealing with proportions. Proportions are by construction parts of a whole, which can be interpreted as compositions assuming they only carry relative information. The Aitchison inner product space structure of the simplex, the sample space of compositions, explains the appearance of the paradox, given that amalgamation is a nonlinear operation within that structure. Here we propose to use balances, which are specific elements of this structure, to analyse situations where the paradox might appear. With the proposed approach we obtain that the centre of the tables analysed is a natural way to compare them, which avoids by construction the possibility of a paradox. Key words: Aitchison geometry, geometric mean, orthogonal projection

Recoding Data and Syntax Files.doc (6)

Notes on how to recode data and use of Synyax files in SPSS. Used in Research Skills for Biomedical Science

jhofman's data and networks Bookmarks on Delicious

A list of many network datasets

COMP1205 Legal Perspectives: Information, Data and Living in a Connected World

List of topics and Slides which summarise legal perspectives with suggested methods on how to revise for the exam

WAIS seminar: Alan Walks Wales: Data and Challenges

Abstract This seminar is a research discussion around a very interesting problem, which may be a good basis for a WAISfest theme. A little over a year ago Professor Alan Dix came to tell us of his plans for a magnificent adventure:to walk all of the way round Wales - 1000 miles 'Alan Walks Wales'. The walk was a personal journey, but also a technological and community one, exploring the needs of the walker and the people along the way. Whilst walking he recorded his thoughts in an audio diary, took lots of photos, wrote a blog and collected data from the tech instruments he was wearing. As a result Alan has extensive quantitative data (bio-sensing and location) and qualitative data (text, images and some audio). There are challenges in analysing individual kinds of data, including merging similar data streams, entity identification, time-series and textual data mining, dealing with provenance, ontologies for paths, and journeys. There are also challenges for author and third-party annotation, linking the data-sets and visualising the merged narrative or facets of it.

How neuroscience and sensorial theories can affect the marketing of different companies’ products and services?

El vertiginoso y competitivo panorama actual de los negocios, hace del mercadeo una herramienta muy importante para crecer o incluso sobrevivir. Hay muchas teorías alrededor de como vender un producto, servicio o idea, sin embargo la mayoría de estas consideran sólo las preferencias expresadas de forma consciente y las decisiones racionales. Este trabajo pretende hacer un acercamiento a las teorías de la neurociencia, como la sinergía entre los sentidos del ser humano y de como estas pueden nutrir el ámbito del mercadeo, por ello, se van a estudiar bibliografía relevante en torno a esta área para enmarcar el propósito del estudio. Después de la información obtenida a través de esta revisión, se analizaran dos importantes ejemplos de empresas mundialmente conocidas que han hecho uso de la neurociencia para el desarrollo de su mercadeo. Después de esto se concluye, a través de la información estudiada y analizada, cómo la neurociencia y las teorías multisensoriales pueden afectar el mercadeo de los diferentes productos y servicios. Este documento pretende vislumbrar efectos del mercadeo sobre las preferencias que nuestros cerebros muestran a través de la neurociencia, incluso si no sabemos sobre ellas.

Fund utilisation for goods and services in university production. 'Utilización de fondos económicos destinados a bienes y servicios de la universidad'.

Se destaca la relevancia de la Educación Superior en la sociedad y la importancia que tiene la financiación económica para el buen funcionamiento de las universidades. Se considera uno de los elementos fundamentales para garantizar la calidad de la educación, junto con el personal de la misma y el contexto (instalaciones, recursos, laboratorios, servicios a los estudiantes...) que además dependen en gran medida de la financiación. La calidad de los servicios prestados y de los recursos disponibles, influirá en el aprendizaje de los estudiantes y su preparación para el mundo laboral.