Paola Zuccolotto

Libri dell'autore

Nonlinear CUB models: the R code digital

di Marica Manisera, Paola Zuccolotto

formato:

Articolo

| STATISTICA & APPLICAZIONI - 2014 - 2

Anno: 2015

Nonlinear CUB models have been recently introduced in the literature to model ordinal data taking into account the unequal spacing among response categories. Nonlinear CUB models can be effectively used in a variety of fields, typically when human perceptions and attitudes are measured by questionnaires with questions having ordered response categories...

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A symbolic data approach for missing values treatment in principal component analysis

Gratis

digital

di Paola Zuccolotto

formato:

Articolo

| STATISTICA & APPLICAZIONI - 2008 - 2

Anno: 2008

There are two ways in order to completely perform a Principal Component Analysis over a data table with missing values: somehow imputating values to the missing data or excluding some part of the original sample from the analysis. Both these solutions can be rather costly, expecially with datasets having an appreciable number of missing values, but only one or at most two missing on any particular observational unit. An alternative proposal is formulated in this paper using the concept of Symbolic Data.

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Forecasting tick-by-tick price movements digital

di Paola Zuccolotto

formato:

Articolo

| STATISTICA & APPLICAZIONI - 2004 - 1

Anno: 2004

This paper proposes a new technique aimed to forecasting the price movements in the context of ultra-high frequency data, based on the theory of ACD models.

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La relazione tra volumi di apertura ed intensità delle contrattazioni nel mercato finanziario: introduzione di un fattore di smorzamento nel modello ACD giornaliero digital

di Paola Zuccolotto

formato:

Articolo

| STATISTICA & APPLICAZIONI - 2003 - 2

Anno: 2003

The feature of ultra-high frequency data is accounted for in this paper, where a refined version of the d-ACD model, called d-ACDλ , introduces a smoothing factor on open volumes.

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