Questions tagged [volatility]

165 questions
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reference assignment is atomic so why is Interlocked.Exchange(ref Object, Object) needed?

In my multithreaded asmx web service I had a class field _allData of my own type SystemData which consists of few List and Dictionary marked as volatile. The system data (_allData) is refreshed once in a while and I do it by creating another…
char m
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Cannot override a type with non-volatile upper bound

I have a compiler error in scala and I don't know what does it refer to: Assume these declarations:trait Abstract { type MyType } trait AInner trait A extends Abstract{ type MyType <: AInner } trait BInner { def bMethod : Int } trait B…
coubeatczech
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How do IMMUTABLE, STABLE and VOLATILE keywords effect behaviour of function?

We wrote a function get_timestamp() defined as CREATE OR REPLACE FUNCTION get_timestamp() RETURNS integer AS $$ SELECT (FLOOR(EXTRACT(EPOCH FROM clock_timestamp()) * 10) - 13885344000)::int; $$ LANGUAGE SQL; This was used on INSERT and UPDATE to…
NectarSoft
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How to understand volatile and non-volatile registers?

CPU registers can be classified as volatile and non-volatile by calling convension, how does does the meaning of word volatile implies the classification?
Thomson
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Simulation of GARCH in R

I am doing a simulation of a GARCH model. The model itself is not too relevant, what I would like to ask you is about optimizing the simulation in R. More than anything if you see any room for vectorization, I have thought about it but I cannot see…
aatrujillob
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Atomicity, Volatility and Thread Safety in Windows

It's my understanding of atomicity that it's used to make sure a value will be read/written in whole rather than in parts. For example, a 64-bit value that is really two 32-bit DWORDs (assume x86 here) must be atomic when shared between threads so…
loop
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Parsing quotes in R: Quantmod application

I'm trying to create function that provides historical volatility after getting symbol from Yahoo. However, when I pass output to volatility function it doesn't like it; The Get variable gets assigned a vector with quotes, e.g. "SPY", but the…
jd8585
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R rugarch solver fails to converge

I would like to estimate the EGARCH model on two different time-series using the excellent rugarch package, but the solver fails to converge. I do not want to use the "hybrid" solver option because this introduces randomness when it cycles through…
user1491868
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Need to stop UDFs recalculating when unrelated cells deleted

I've noticed that my UDFs recalculate whenever I delete cells. This causes massive delays when deleting entire columns, because the UDF gets called for each and every cell it is used in. So if you're using 1000 UDFS, then deleting a column or cell…
jeffreyweir
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R - Modelling Multivariate GARCH (rugarch and ccgarch)

First time asking a question here, I'll do my best to be explicit - but let me know if I should provide more info! Second, that's a long question...hopefully simple to solve for someone ;)! So using "R", I'm modelling multivariate GARCH models based…
cmembrez
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PostgreSQL insert or update trigger function volatility category

Assume, i have 2 tables in my DB (postgresql-9.x) CREATE TABLE FOLDER ( KEY BIGSERIAL PRIMARY KEY, PATH TEXT, NAME TEXT ); CREATE TABLE FOLDERFILE ( FILEID BIGINT, PATH TEXT, PATHKEY BIGINT ); I automatically update…
2can
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Spot instances termination

I'm planning to start using Amazon EC2, and, as everyone, I want to use Spot instances. Will be for a minigames server, so Spot instances are perfect for this. Players enter, play the match and leave, so when a Spot instance finishes because of spot…
Jorge Fuentes González
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Using R to get volatility and Peak to avg. Ratio of internet traffic data

I have network traffic data in the following for for each hour of a ten day period as follows in a R dataset. Day Hour Volume Category 0 00 100 P2P 0 00 50 email 0…
sfactor
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Error is fsolve in R when trying to fill a matrix with values; looking for explanation and/or solution

Solution Found I am trying to plot a volatility surface using "persp" in R. To do so I need to fill a matrix, z, with implied volatilities. I have a data frame of the strike prices, time and market prices. Data only contains call options. AAPL…
R. Lad
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In Rx (or RxJava/RxScala), how to make an auto-resetting stateful latch map/filter for measuring in-stream elapsed time to touch a barrier?

Apologies if the question is poorly phrased, I'll do my best. If I have a sequence of values with times as an Observable[(U,T)] where U is a value and T is a time-like type (or anything difference-able I suppose), how could I write an operator…
experquisite
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