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09:29 Sep 12, 2005 |
German to English translations [PRO] Tech/Engineering - Mathematics & Statistics | |||||||
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| Selected response from: Brie Vernier Germany Local time: 08:33 | ||||||
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Summary of answers provided | ||||
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4 | information content |
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3 | information contribution |
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3 | information share |
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information contribution Explanation: see ref. -------------------------------------------------- Note added at 16 mins (2005-09-12 09:45:32 GMT) -------------------------------------------------- information content is more widely used, e.g. http://arxiv.org/abs/astro-ph/9708084 Reference: http://www.cea-igp.ac.cn/English.files/ass/ass2004/ASS_2004_... |
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information share Explanation: perhaps ... The first main component's information share in the total variance ... Adding the second main component increases the share in the form: ... see e.g. http://tinyurl.com/bt3j8 -------------------------------------------------- Note added at 26 mins (2005-09-12 09:56:09 GMT) -------------------------------------------------- To see how the new trading system performs in terms of price discovery, the authors used a Vector Error Correction Model and estimated the proportion of efficient price variance called the information share, that can be attributed to each market. The higher the information share, the more the market contributes to the price-discovery process. It was found that in the open-outcry system, the information shares attributed to the spot and futures markets were 43.5% and 56.5%, respectively. The dominance of the futures in impounding information was more pronounced during the electronic-trading period, with a share of 65.6%. http://www.research.smu.edu.sg/or/Research_Newsletter/Aug200... |
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information content Explanation: This is how Shannon phrased it, I believe. Reference: http://www.visualstatistics.net/web%20Visual%20Statistics/Lo... Reference: http://en.wikipedia.org/wiki/Information_theory |
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