Тақырып бойынша Graduate School of Business көру "simulation"

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Test of PIN algorithms through simulation

Jochec, Marek (Social Science Research Network (SSRN) http://www.ssrn.com/en/, 2015-10-08)

I use simulated series of buys and sells to test nine different PIN estimation algorithms implemented in SAS, proc NLP. I conclude that the algorithms do a good job estimating PIN, on average, when applied to series ...