Browsing by Subject "calibration"

Now showing 1 - 4 of 4
  • Thumbnail Image
    Item
    Open Access
    Calibrating high frequency trading data to agent based models using approximate Bayesian computation
    (2021) Goosen, Kelly; Gebbie, Timothy
    We consider Sequential Monte Carlo Approximate Bayesian Computation (SMC ABC) as a method of calibration for the use of agent based models in market micro-structure. To date, there are no successful calibrations of agent based models to high frequency trading data. Here we test whether a more sophisticated calibration technique, SMC ABC, will achieve this feat on one of the leading agent based models in high frequency trading literature (the Preis-Golke-Paul-Schneider Agent Based Model (Preis et al., 2006)). We find that, although SMC ABC's naive approach of updating distributions can successfully calibrate simple toy models, such as autoregressive moving average models, it fails to calibrate this agent based model for high frequency trading. This may be for two key reasons, either the parameters of the model are not uniquely identifiable given the model output or the SMC ABC rejection mechanism results in information loss rendering parameters unidentifiable given insucient summary statistics.
  • Thumbnail Image
    Item
    Open Access
    Hearing Aid Fitting Verification with Speech Mapping
    (2016-08-16) Keeton, Nikki
    These video tutorial sessions will demonstrate how to verify a hearing aid fitting using speech mapping.
  • Thumbnail Image
    Item
    Open Access
    The LOFAR Two-metre Sky Survey: I. Survey description and preliminary data release⋆
    (2017) Shimwell, T W; Röttgering, H J A; Best, P N; Williams, W L; Dijkema, T J; de Gasperin, F; Hardcastle, M J; Heald, G H; Hoang, D N; Horneffer, A; Intema, H; Mahony, E K; Mandal, S; Mechev, A P; Morabito, L; Oonk, J B R; Rafferty, D; Retana-Montenegro, E; Sabater, J; Tasse, C; van Weeren, R J; BrYggen, M; Brunetti, G; Chyży, K T; Conway, J E; Haverkorn, M; Jackson, N; Jarvis, M J; McKean, J P; Miley, G K; Morganti, R; White, G J
    598
  • Thumbnail Image
    Item
    Open Access
    The seventh data release of the sloan digital sky survey
    (2009) Abazajian, Kevork N; Adelman‐McCarthy, Jennifer K; AgYeros, Marcel A; Allam, Sahar S; Prieto, Carlos Allende; An, Deokkeun; Anderson, Kurt S J; Anderson, Scott F; Annis, James; Bahcall, Neta A; Bailer‐Jones, C A L; Barentine, J C; Bassett, Bruce A; Becker, Andrew C; Beers, Timothy C; Bell, Eric F; Belokurov, Vasily; Berlind, Andreas A; Berman, Eileen F; Bernardi, Mariangela; Bickerton, Steven J; Bizyaev, Dmitry; Blakeslee, John P; Blanton, Michael R; Bochanski, John J; Boroski, William N; Brewington, Howard J; Brinchmann, Jarle; Brinkmann, J; Brunner, Robert J; Budavári, Tamás; Carey, Larry N
    This paper describes the Seventh Data Release of the Sloan Digital Sky Survey (SDSS), marking the completion of the original goals of the SDSS and the end of the phase known as SDSS-II. It includes 11, 663 deg2 of imaging data, with most of the ~2000 deg2 increment over the previous data release lying in regions of low Galactic latitude. The catalog contains five-band photometry for 357 million distinct objects. The survey also includes repeat photometry on a 120° long, 2fdg5 wide stripe along the celestial equator in the Southern Galactic Cap, with some regions covered by as many as 90 individual imaging runs. We include a co-addition of the best of these data, going roughly 2 mag fainter than the main survey over 250 deg2. The survey has completed spectroscopy over 9380 deg2 the spectroscopy is now complete over a large contiguous area of the Northern Galactic Cap, closing the gap that was present in previous data releases. There are over 1.6 million spectra in total, including 930, 000 galaxies, 120, 000 quasars, and 460, 000 stars. The data release includes improved stellar photometry at low Galactic latitude. The astrometry has all been recalibrated with the second version of the USNO CCD Astrograph Catalog, reducing the rms statistical errors at the bright end to 45 milliarcseconds per coordinate. We further quantify a systematic error in bright galaxy photometry due to poor sky determination ; this problem is less severe than previously reported for the majority of galaxies. Finally, we describe a series of improvements to the spectroscopic reductions, including better flat fielding and improved wavelength calibration at the blue end, better processing of objects with extremely strong narrow emission lines, and an improved determination of stellar metallicities.