Point forecasting of intraday volume using Bayesian autoregressive conditional volume models

In this paper, we apply Bayesian inference to model and forecast intraday trading volume, using autoregressive conditional volume (ACV) models, and we evaluate the quality of volume point forecasts. In the empirical application, we focus on the analysis of both in‐ and out‐of‐sample performance of Bayesian ACV models estimated for 2‐minute trading volume data for stocks quoted on the Warsaw Stock Exchange in Poland. We calculate two types of point forecasts, using either expected values or medians of predictive distributions. We conclude that, in general, all considered models generate significantly biased forecasts. We also observe that the considered models significantly outperform such benchmarks as the naïve or rolling means forecasts. Moreover, in terms of root mean squared forecast errors, point predictions obtained within the ACV model with exponential distribution emerge superior compared to those calculated in structures with more general innovation distributions, although in many cases this characteristic turns out to be statistically insignificant. On the other hand, when comparing mean absolute forecast errors, the median forecasts obtained within the ACV models with Burr and generalized gamma distribution are found to be statistically better than other forecasts.     

Radiological determination of heart volume in rats

Zusammenfassung Radiologische, unblutige Bestimmung des Herzvolumens bei der Ratte mit Modifikation der Methode zur Bestimmung des Herzvolumens beim Menschen und Nachweis einer Korrelation zwischen Körpergewicht und Herzvolumen.     

Circadian rhythm in cerebral blood volume of mouse

Zusammenfassung Mittels I¹³¹ markiertem Human-Serumalbumin wurde das Blutvolumen im Gehirn von Mäusen zu verschiedenen Tageszeiten gemessen und eine circadiane Rhythmik festgestellt. Andauernder Dunkelaufenthalt führt zu erhöhten Werten des Blutvolumens.     

Hemolymph volume determination in the tomato fruitworm,Heliothis zea

Summary The hemolymph volume ofHeliothis zea larvae was determined by the amaranth dye method and found to vary from 28 to 288 l. It averaged 30.6% of b.wt, a value comparable to that obtained with C¹⁴ inulin. Amaranth became evenly distributed in the hemocoele in 3–5 min.     

Regulation of isolated rat hepatocyte volume in hypoosmotic media]

Isolated hepatocytes behave like osmometers immediately after an incubation in hypo-osmotic media. During long-term incubation periods they recover their normal volume either in the absence or in the presence of ouabain. The volume regulation is parlty due to a decrease in intracellular potassium and amino acid contents.     

Note: Nyse volume: An application of outlier analysis

The purpose of this study is to examine the monthly volume series of the New York Stock Exchange (NYSE) during the January 1965-December 1987 period. The NYSE volume series follows a random walk with drift process; however, the events of October 1987 give rise to the application of outlier analysis.     

Amniotic fluid volume in experimentally induced renal agenesis and anencephaly

Zusammenfassung Experimentelle Prüfung beim Goldhamster,Mesocricetus auratus, ob Nieren- oder Gehirnmissbildungen einen Einfluss auf die Quantität der Amnionflüssigkeit ausüben, was nur für die Gehirnmissbildungen bejaht werden konnte.

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This work was supported by research grants from the Easter Seal Research Foundation of the National Society for Crippled Children and Adults, Inc. and from USPHS grant No. HD 03298.