The Pareto distribution (Type Ⅲ) gives a good first approximation to the transaction intervals of Nikkei 225 Futures in the OSE.
Naoki HashimotoQi WuLimei ZhuKoji InuiKazuo KishimotoPublished in: JSIAM Lett. (2018)
Keyphrases
- database
- multi objective
- closed form
- confidence intervals
- spatial distribution
- gaussian distribution
- uniformly distributed
- approximation algorithms
- probability density function
- power law
- random variables
- probability distribution
- genetic algorithm
- multiobjective optimization
- interval data
- multicriteria optimization
- discrete random variables
- concurrency control
- endpoints
- density estimation
- error bounds
- data distribution
- graphical models
- neural network
- databases