Most Efficient Homogeneous Volatility Estimators (2009)
Saichev, A., Sornette, D., Filimonov, V.
We present a comprehensive theory of homogeneous volatility (and variance) estimators of arbitrary stochastic processes that fully exploit the OHLC (open, high, low, close) prices. For this, we...
The Supervisor of the ATLAS Detector Control System (2003)
Burckhart, H J, Cook, J, Varela, F, Varnai, B, Filimonov, V, Khomoutnikov, V, ...
The design and the implementation of the supervisor system of the ATLAS Detector Controls are described. The interaction with the Data Acquisition system, which is needed for the coherent operation...
The Supervisor of the ATLAS Detector Control System (2003)
Burckhart, H J, Cook, J, Varela, F, Varnai, B, Filimonov, V, Khomoutnikov, V, ...
The design and the implementation of the supervisor system of the ATLAS Detector Controls are described. The interaction with the Data Acquisition system, which is needed for the coherent operation...
A low cost I/O concentrator using the CAN fieldbus (1999)
Hallgren, Björn I, Bähler, P, Burckhart, Helfried J, Filimonov, V, Hallewell, G D, Karlov, A A, ...
The I/O channels of the control system of the LHC experiments are distributed over the whole detector volume with distances of up to 100 meters. Special requirements on the I/O system arise due to...
ATLAS calorimeter performance (1996)
ATLAS Collaboration, Airapetian, A, Grabsky, V, Hakopian, H, Vartapetian, A, Fares, F, ...
ATLAS computing technical proposal (1996)
ATLAS Collaboration, Airapetian, A, Grabsky, V, Hakopian, H, Vartapetian, A, Fares, F, ...
ATLAS computing technical proposal (1996)
Airapetian, A., Grabsky, V., Hakopian, H., Vartapetian, A., Fares, F., Moorhead, G.F., ...
ATLAS calorimeter performance (1996)
Airapetian, A., Grabsky, V., Hakopian, H., Vartapetian, A., Fares, F., Moorhead, G.F., ...
ATLAS computing technical proposal (1996)
Airapetian, A., Grabsky, V., Hakopian, H., Vartapetian, A., Fares, F., Moorhead, G.F., ...
ATLAS calorimeter performance (1996)
Airapetian, A., Grabsky, V., Hakopian, H., Vartapetian, A., Fares, F., Moorhead, G.F., ...
Representation and usage of knowledge for initialization of accelerator control equipment (1995)
Bouché, J M, Daems, G, Filimonov, V, Khomoutnikov, V, Perriollat, F, Ryabov, Yu
A knowledge based application, called SETUP, to initialize and diagnose the CERN/PS accelerators' control equipment is described. The object model and the general features of control algorithms are...
Most Efficient Homogeneous Volatility Estimators
A. Saichev, D. Sornette, V. Filimonov
We present a comprehensive theory of homogeneous volatility (and variance) estimators of arbitrary stochastic processes that fully exploit the OHLC (open, high, low, close) prices. For this, we...