14 views

Uploaded by c0ldlimit8345

group2

group2

© All Rights Reserved

- Magic Angle Spinning NMR Spectroscopic Metabolic Profiling of Gall Bladder Tissues for Differentiating Malignant From Benign Disease
- Principal-component-analysis-applied-to-remote-sensing.pdf
- On Construction of Robust Composite Indices by Linear Aggregation
- Trading Baskets Implementation
- Number of Dead People vs Living
- articlemonopolyrevisited
- 2010 Mathematical Methods
- Face Recog Project Report
- Adaptive Firefly Optimization on Reducing High Dimensional Weighted Word Affinity Graph
- 2012 Int Journal 3
- Improving Renewable Energy Forecasting with a Grid of Numerical Weather Predictions
- Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo under Random Sobol Sequences
- 8 Classification
- Analysis of Heavy Metals in Sediments From Northern Moroccan Coast
- Survey semantic segmentation
- laser cutting nickel base superalloys.pdf
- Halligan, p.w.; Marshall, j.c.; Wade, d.t. -- Visuospatial Neglect- Underlying Factors and Test Sensitivity
- Study of Genotype x Environment Interaction for Sweetpotato Tuber Yield and Related Traits in Papua New Guinea
- Vibration
- REGRESSION, THEIL’S AND MLP FORECASTING MODELS OF STOCK INDEX

You are on page 1of 17

June 11, 2014

Abstract

The main goal of this project is to generate and exploit the trading signal from

real-life high-frequency/mid-frequency trading data. With the aid from Thesys, we are

able to use real-life trading data to explore and evaluate Statistical Arbitrage based

algorithms. We implement a PCA analysis to isolate residual signals. By using multiple data mining techniques, we developed market neutral trading strategies. The

parameters for different learning methods were updated using walk-forward optimization. Finally, we simulate the trading strategies using real data and evaluate their

performance. The results show our methods, by implementing different models as well

as raw residual signal, can generate profitable strategies in pre-managed data.

Intoduction

In the field of investment, statistical arbitrage refers to strategies attempting to profit from

pricing inefficiencies in the market, identified through mathematical models. The basic

assumption of any such strategy is that prices of similar securities will move towards a

historical average. It encompasses a variety of strategies and investment programs whose

common features are:

Trading signals are systematic

Trading book is market-neutral

The mechanism for generating excess returns is statistical

The idea is to make many bets with positive expected returns, taking advantage of diversication across stocks, to produce a low-volatility investment strategy which is uncorrelated

with the market.

Historically the father of modern statistical arbitrage techniques is pairs trading, a strategy where two security with similar return behavior are first identified and then traded.

Once their respective value diverge significantly from the expected mean, one goes long on

the security under performing whilst going short on the security performing better than expected. This is done under the assumption that on the long term their price will converge

back to their mean.

1

In this paper we follow the natural extension of such strategy, rather than simply choosing

a pair, we trade group of stocks against other group of stock, thus implementing a generalized

pairs-trading technique. Innovative of our technique is the trading time-horizon, extremely

different from usual arbitrage strategies. Rather than time windows of weeks or months we

behave as high frequency trading (HFT) firms, looking for imbalances in the short term, in

the order of a few minutes at most.

In this section, we introduce one way to construct the residual signals. This signal will be

basis of our trading strategy, as it will allow us to distinguish which information are relevant

and which are noise. In section 2, we present the walk forward optimization (WFO), the

method we use to update our parameter, as well as our trading strategy and some signal

filtering method used to improve our performance. The simulation result and daily return

from our strategy is shown in section 3. We conclude and discuss our challenge in section 4.

1.1

PCA Analysis

As one can imagine, fundamental for the correct implemantion of such strategy is understanding the correlation between the price movements of different assets that make up our

book. We follow the approach as in [AL10] and [Lal+99]. A first approach for extracting our

signal of interest from data is to use Principal Components Analysis (PCA). This approach

uses historical share-price data on a cross-section of N stocks going back M days in history.

For simplicity of exposition, the cross-section is assumed to be identical to the investment

universe, although this need not be the case in practive. Let us represent the stocks return

data, on any given date t0 , going back M + 1 days as a matrix.

Rik =

, k = 1, . . . , M, i = 1, . . . , N,

Si(t0 kt)

(1)

where Sit is the price of stock i at time t adjusted for dividends and t = 1 minutes. Since

some stocks are more volatile than others, it is convinient to work with standardized returns

matrix Y ,

Yik =

Rik Ri

i

(2)

where

M

1 X

Ri =

Rik

M k=1

(3)

and

M

i2

1 X

i )2

=1=

(Rik R

M 1 k=1

(4)

M

1 X

ij =

Yik Yjk ,

M 1 k=1

which is symmetric and positive definite. Notice that, for any index i, we have

PM

M

2

1 X

1

2

k=1 (Rik Ri )

=1

ii =

(Yik ) =

M 1 k=1

M 1

i2

(5)

(6)

The commonly used solution to extract meaningful information from the data is Principal Components Ananlysis. We consider the eigenvectors and eigenvalues of the empirical

correlation matrix and rank the eigenvalues in decreasing order:

N 1 2 3 . . . N 0.

(7)

(j)

(j)

v (j) = (v1 , . . . v2 )

(8)

1 dn()

N d

where n() is the number of eigenvalues of C less than . Interestingly, if Y is a T

T

random matrix C () is exactly known in the limit N , T and Q = N

1

and reads:

p

(max )(min )

Q

C () =

2 2

r

1

1

2

max

2

)

min = (1 +

Q

Q

C () =

(9)

N

fixed

(10)

(11)

with [max , min ] and where 2 is qual to the variance of the element of Y .

Let min , . . . , max be the significant eigenvalues in the above sense For each index j,

we consider the corresponding eigenportfolio, which is such that the respective amounts

invested in each of the stocks is defined as

(j)

(j)

Qi =

vi

i

(12)

Fjk =

N

(j)

X

v

i

i=1

Rik

j = k, . . . , l.

(13)

= (F T F )1 F T C

C = F

Residual = C C

3

(14)

(15)

(16)

1.2

We also need to select a model to predict the residual signal. We use standard data mining

techniques namely: least squares, random forest, elastic net regression and multinomial

logistic regression.

1.3

Main Challenges

One first challenge that is built in with Random Matrix Theory is that we will have

many zero returns as we have smaller time differences. This will make it hard to

compute the SVD that we need for our eigenvalues/eigenvectors.

The Residuals signals we computed are very small and are easily preturbed by computers.

The biggest challenge is that Residual signals are sensitive to the 2 we choose for the

distribution of eigenvalues

There is reverse relationship between time cost and parameters tunning. Ideally, we

want to tune more parameters and get more stable, accurate results. But we will spend

more time tuning them, which is not so ideal if we are executing in fast time.

2

2.1

Trading Strategy

Parameter Estimation

The walk forward optimization (WFO) methodology will be used to update the choice of

the variance of the elements in the standardized returns matrix. This variance is used to

compute the eigenvalue spectrum of the empirical correlation matrix. The performance of

the parameter to be optimized will be a-posteriori judged in terms of the robustness or

stability of the obtained optimal parameter maximizing a certain objective function. In this

report, we choose the Sharpe ratio to be our objective function. The classical WFO algorithm

was used and we start by building our model using an initial amount of data satisfying the

T

> 1. Using the optimal model obtained in this initial period of data we make our

condition N

first out-of-sample predictions. After the out of sample prediction period ends this segment

of data is added to our in-sample database and we build another predictive model with a

different 2 . This will allow us to update our model and account for any non-stationarity or

new information in the process. It should be noted that it is essential to find a good stable

optimization procedure in order to fit for the parameters used in the modeling of the mean

reversion process.

As we said the optimization is performed using the Sharpe ratio as an objective function

starting with a 7M $ investment (10K$ and following a buy/short trading strategy on the

70 stocks in the XLK technology ETF). The first predictive model is built using data from

T

the first 191 minutes of the trading day which gives a Q = N

2.73 thus satisfying the

4

conditions allowing us to apply equations (10) and (11). This model is used to predict the

next period consisting of 120 minutes. When the 120 minutes are over they are added to our

sample and used on top of the initial data to build a new predictive model. This process is

repeated until the end of the day. Using periods of size 120 we end up building two different

models each day having distinct values of 2 . From a preliminary analysis it seems that the

choice of the length of the training periods is crucial for a correct parametrization of 2 ,

indeed if you chose a large number of minutes you might run the risk of over-fitting, whereas

if you chose a small sample the statistical significance can greatly deteriorate.

Figure 2: The 25th of February plot of the Sharpe ratio versus 2 to compute the trading signals.

Figures 2 and 3 show the variation of the Sharpe ratio with respect to 2 for both periods

during a certain day. We show the results for two days where for the first one profits were

5

Figure 3: The 24th of February plot of the Sharpe ratio versus 2 to compute the trading signals.

realized and for the second one losses were incurred. The idea is to try to understand if the

stability or robustness of the optimization procedure will have any impact on the profits and

losses. Indeed for the profitable day we can see in figure 2 that there is a cluster of positive

values of 2 (achieving a high value of Sharpe ratio) and a cluster of negative values, for both

considered periods. It was interesting to note that the positive cluster of values was around

2 = [0.75, 0.85] in accordance with the results obtained by Laloux et al. (2008). Indeed,

this could explain the good results achieved by looking at the accumulated wealth plot for

the raw residuals approach on the 25th February data. On other hand losses were incurred

for the 24th of February data when using the same signal generation approach. Looking at

the graph of 2 versus the Sharpe ratio again we see that the cluster of positive values of 2

is absent and that the objective function was highly oscillatory. This should be considered

as a warning that the methodology might try to overfit the available data. A future possible

extension of this work is to test an important hypothesis. it would stipulate that the absence

of a good cluster of positive 2 values can be considered as evidence against the predictive

power of the model, thus an indication of a possible bearish day.

2.2

The signal is obtained from the residual from section 2. The signal to buy the stock is

when the residual is positive and the signal to short sell the stock is when the residual is negative. However, the residual may has some noise and we may end up in nonmarket neutral strategy. Thus, to achieve the more accurate signal and trade with market neutral strategy, we need to filter out some residual before transforming them into

signal. We provide the ipython notebook to demonstrate this part and the WFO at

https://github.com/mikemeetoo/mse448.

2.2.1

Residual Filtering

When we get the residuals We want to extract the strong signal from them; therefore, we

ignore the small residual with low magnitude by setting it to zero. We pick the ratio to

filter out and set up the banner by

positive banner = max(positive residual) + ( 1) min(positive residual)

negative banner = max(negative residual) + ( 1) min(negative residual)

If the residuals that lie between this banner are filtered out by setting them to zero.

2.2.2

We also consider only stocks that actively traded by consider ratio of zeros in the return

data. If the return of the stock contians more the ratio of zeros than the threshold , we

will not consider that stock in our analysis.

2.2.3

Sorting Residual

The goal of this part is that we want to obtain the market neutral portfolio. We sort the

filtered residual in order and count the number of positive residual and negative residual.

Then we set the low magnitude residual to zero until the number of positive and negative

residuals is equal. For example,

2.2.4

Generate Signal

After all the methods described above, we generate the signal by consider the sign of the

residual if it is positive we get the signal 1 to by the stock, if it is negative we get the signal

1 to sell the stock.

7

3

3.1

Results

Simulation Settings

We are provided with high frequency data by Thesys from Feb 24, 2014 to Feb 28, 2014.

Based on this data set, we conducted simulations to tune and evaluate different methods.

There are two kinds of simulations with different settings. The first one is for the comparisons across different methods proposed before. Daily profit (Investment returns before

and after the last minute of the day), computational cost (inner loop time), minimum and

maximum wealth are evaluted and compared.

The parameters are selected by tuning in the first part of simulations for comparing

different methods. We used the filtering parameter = 0.3 (except Logistic regression,

Logistic regression is not stable regards to filtering parameter. So we perform Logisitic

regression without filtering) and Active stock parameter = 0.5 for fair comparisons across

all methods.

The other one is for the comparison on different parameters in the parameter tuning

using only Raw Residual signals.

3.2

Simulation Results

First of all, our simulation compares across different methods and shows there is some unstable factor on the last minute of the net wealth we invested (due to dumping all the

positions).

Secondly, we demonstrate the computational cost for different methods which can guide

the feasiblity of implementation in high-frequency trading (shown in Table 1 (a) below).

Among all the methods, Logistic Regression costs from 60 to 170 milliseconds in each innerloop, Random Forest costs from 130 to 280 milliseconds, Elastic Net costs 50 to 200 milliseconds, Least Square costs 16 to 115 milliseconds, while Raw Residual Signal costs 5 to

15 milliseconds. Thus, Raw Residual Signal and Least Square based methods are the most

efficient, and Random Forest is the most time-consuming. However, all the proposed and

developed methods can finish evaluation, prediction and execution with in 300 milliseconds

which make it feasible for high-frequency trading.

Thirdly, across all the models we used, we cant identify one model that is always profitable. Daily profits for each methods are shown in Table 1 (b) and Table 1 (c) below. The

highest daily profit is achieved using Elastic Net while the largest daily loss is achieved using Logistic Regression. And Least Square tends to result in small profit or loss. We need

to perform more back testing to further discover the detailed personality of each methods

and decide which method to implement base on different settings. But, in general, we are

optimistic about the results we get since we do not see which model should be discarded.

Last but not least, the proposed methods are robust at the extent of daily profit. In the

raw residual simulations, if we choose the variance parameter for eigenvalue distribution, we

8

Strategy

Raw Residual

Least Square

Logistic Regression

Elastic Net

Random Forest

5

16

60

60

130

15

115

170

200

280

Strategy

Elastic Net

Least Square

Random Forest

Logistic Regression

Raw Residual

4th Day

4991.895 1207.83 -1419.98 7315.945

-1426.335 -1543.56 -5180.005 3441.225

3363.33 1465.835 -300.325

4704.34

4213.545 3247.285 -11122.88 2200.35

-3673.71 -1137.92 5296.745 -3831.775

5th Day

-5374.125

-1155.935

-4259.67

-6603.495

3330.235

(b) Investement Returns the minute before last minute of the day

Strategy

1st Day 2nd Day 3rd Day

4th Day

Elastic Net

6223.68 3510.77 -2142.92 7410.985

Least Square

934.48

-208.865 -1159.76

3214.12

Random Forest

1979.275 3693.96 -1108.035 6212.715

Logistic Regression 2755.92 3037.53 -7647.885

250.56

Raw Residual

-2570.84

231.56

5375.98 -4056.205

5th Day

-5079.255

-539.23

-8128.54

-7885.815

3611.49

Table 1: Performance Comparison of each strategies

Conclusion

As it can be seen from table one we are able to generate positive (P) returns on any of the day

considered, though this ability of making profit depends strongly on the chosen optimization

method. This implies that we are just as likely to generate negative (N) or positive returns

on any given day. A closer look at the table reveals that any given method is unable to

generate profit on more than four days out of the five considered, thus, under the study

undertaken, relying on a single strategy seems to be unwise and too risky. This suggest that

in a real-case scenario, in order to correctly implement a winning HFT stats-arb strategy, we

will have to correctly choose which strategy to use out of the five studied and, if more than

one is chosen, what weight to assign in order to maximize returns while minimizing risk. A

first possibility could simply be choosing a static optimal weight for each of the presented

optimization strategy, though from a cursory look at table one, it would seem to be better

to limit future analysis to strategies 1-3-5 or 3-4-5, since in any given day at least two of

9

the strategies give positive returns. Alternatively a continuosly updating weighting process

could be applied, as figure 5 through 11 shows, there seem to be clear daily trends depending

on the optimization strategy choosen. This feature could be exploited to maximize return

by increasing the amount of money invested through a single strategy throughout the day

as it makes profit, while filtering out the negative effect due to negative return strategies.

In summary,under the mindful consideration of a correct computation of our book signal as

well as a careful implementation of our optimization process, the results presented so far

show the feasaibility of implementing a HFT stats-arb strategy.

References

[AL10]

market. In: Quantitative Finance 10.7 (2010), pp. 761782.

[Lal+99] Laurent Laloux et al. Noise dressing of financial correlation matrices. In: Physical review letters 83.7 (1999), p. 1467.

A Appendix

10

50

100

150

200

6999000

7001500

Simulation of 7M investment

Wealth

7001000

6998000

Wealth

Simulation of 7M investment

50

Time

100

150

Simulation of 7M investment

200

50

Time

100

Time

(c) Day 26

(d) Day 27

6999000

7003000

Simulation of 7M investment

Wealth

200

6999000

Wealth

7002000

Simulation of 7M investment

50

150

(b) Day 25

6999000

Wealth

7002000

(a) Day 24

100

Time

50

100

150

Time

(e) Day 28

Figure 5: Raw Residuals

11

200

150

200

Simulation of 7M investment

7000500

Wealth

0

50

100

150

6998500

6999500

6998000

6996000

Wealth

7000000

7001500

Simulation of 7M investment

200

50

100

Time

(a) Day 24

200

(b) Day 25

Simulation of 7M investment

Wealth

7000000

6996000

7002000

6998000

7004000

7000000

Simulation of 7M investment

100

150

200

50

100

Time

Time

(c) Day 26

(d) Day 27

7003000

Simulation of 7M investment

Wealth

50

7001000

6999000

Wealth

150

Time

50

100

150

200

Time

(e) Day 28

Figure 6: Raw Residuals after filtered with = 0.3

12

150

200

Simulation of 7M investment

7003000

7002000

Wealth

7000000

7001000

7004000

7002000

7000000

Wealth

7006000

Simulation of 7M investment

50

100

150

200

50

100

Time

150

200

Time

(a) Day 24

(b) Day 25

Simulation of 7M investment

7000000

7004000

Wealth

6999000

6998000

100

150

200

50

100

Time

Time

(c) Day 26

(d) Day 27

6998000

7000000

Simulation of 7M investment

Wealth

50

6996000

6994000

6997000

Wealth

7000000

Simulation of 7M investment

50

100

150

Time

(e) Day 28

Figure 7: Elastic Net

13

200

150

200

Simulation of 7M investment

6999000

Wealth

6997000

6998000

6999500

6998500

Wealth

7000500

7000000

Simulation of 7M investment

50

100

150

200

50

100

Time

(a) Day 24

7004000

Wealth

7000000

7002000

6998000

7000000

7006000

Simulation of 7M investment

6996000

100

150

200

50

100

Time

Time

(c) Day 26

(d) Day 27

7003000

Simulation of 7M investment

Wealth

50

7001000

6999000

Wealth

200

(b) Day 25

Simulation of 7M investment

6994000

150

Time

50

100

150

Time

(e) Day 28

Figure 8: Least Square

14

200

150

200

Simulation of 7M investment

Wealth

6999000

6997000

7002000

7000000

Wealth

7004000

7001000

7006000

Simulation of 7M investment

50

100

150

200

50

100

Time

(a) Day 24

7001000

7000000

Wealth

7003000

7005000

7002000

Simulation of 7M investment

100

150

200

50

100

Time

Time

(c) Day 26

(d) Day 27

6996000

Wealth

7000000

Simulation of 7M investment

6992000

50

6988000

6999000

7001000

Wealth

200

(b) Day 25

Simulation of 7M investment

6999000

150

Time

50

100

150

Time

(e) Day 28

Figure 9: Random Forest

15

200

150

200

Simulation of 7M investment

Wealth

6999000

6997000

7002000

7000000

Wealth

7004000

7001000

7006000

Simulation of 7M investment

50

100

150

200

50

100

Time

(a) Day 24

7001000

7000000

Wealth

7003000

7005000

7002000

Simulation of 7M investment

50

100

150

200

50

100

Time

Time

(c) Day 26

(d) Day 27

7004000

Wealth

Simulation of 7M investment

7000000

6999000

7001000

Wealth

200

(b) Day 25

Simulation of 7M investment

6999000

150

Time

50

100

150

200

Time

(e) Day 28

Figure 10: Random Forest after filtered with = 0.3

16

150

200

Wealth

6998000

7000000

7004000

7002000

Simulation of 7M investment

7000000

Wealth

Simulation of 7M investment

50

100

150

200

50

100

Time

(a) Day 24

7000000

Wealth

6996000

6998000

6996000

7002000

7000000

Simulation of 7M investment

6992000

100

150

200

50

100

Time

Time

(c) Day 26

(d) Day 27

6998000

Simulation of 7M investment

Wealth

50

6994000

6990000

Wealth

200

(b) Day 25

Simulation of 7M investment

6988000

150

Time

50

100

150

200

Time

(e) Day 28

Figure 11: Logistic Regression

17

150

200

- Magic Angle Spinning NMR Spectroscopic Metabolic Profiling of Gall Bladder Tissues for Differentiating Malignant From Benign DiseaseUploaded bysantosh091283
- Principal-component-analysis-applied-to-remote-sensing.pdfUploaded byCrina Lavinia
- On Construction of Robust Composite Indices by Linear AggregationUploaded bySudhanshu K Mishra
- Trading Baskets ImplementationUploaded bySanchit Gupta
- Number of Dead People vs LivingUploaded byIvona Ivkovic
- 2010 Mathematical MethodsUploaded bySarada Nittala
- Face Recog Project ReportUploaded byGovindaraj Subramani
- Adaptive Firefly Optimization on Reducing High Dimensional Weighted Word Affinity GraphUploaded byIjact Editor
- articlemonopolyrevisitedUploaded byapi-264326218
- 2012 Int Journal 3Uploaded byRuchi Anish Patel
- Improving Renewable Energy Forecasting with a Grid of Numerical Weather PredictionsUploaded byJuan Mata
- Option Pricing and a Comparison on the Dimension Reduction Techniques using Markov Chain Quasi-Monte Carlo under Random Sobol SequencesUploaded byTI Journals Publishing
- 8 ClassificationUploaded bybytorrent7244
- Analysis of Heavy Metals in Sediments From Northern Moroccan CoastUploaded byTrika Agnestasia Tarigan
- Survey semantic segmentationUploaded byMarius_2010
- laser cutting nickel base superalloys.pdfUploaded bytotenkopf0424
- Halligan, p.w.; Marshall, j.c.; Wade, d.t. -- Visuospatial Neglect- Underlying Factors and Test SensitivityUploaded byOana Catinas
- Study of Genotype x Environment Interaction for Sweetpotato Tuber Yield and Related Traits in Papua New GuineaUploaded byPremier Publishers
- VibrationUploaded bysumatrablackcoffee453
- REGRESSION, THEIL’S AND MLP FORECASTING MODELS OF STOCK INDEXUploaded byIAEME Publication
- IJCSIT 040608Uploaded byAnonymous Gl4IRRjzN
- MPGSM Ieee ProjectUploaded bySrinivas Sapa
- svdUploaded byJami Murphy
- articol cafeinaUploaded byVioleta Niculescu
- 10.1.1.43.6729Uploaded byΒΑΣΙΛΕΙΟΣ ΙΣΜΥΡΛΗΣ
- Chapter5_3 - CopyUploaded byabhi
- EURASIP_JASP_2011Uploaded bydamian313
- svdUploaded bySepto Nainggolan
- Smc Ieee 2013Uploaded bybinuq8usa
- Min Lee, Narayanan, Pieraccini - 2001 - Classifying Emotions in Human-machine Spoken DialogsUploaded byjimakosjp

- [JP Morgan] Just What You Need to Know About Variance SwapsUploaded bymarco_aita
- Parallel ProgrammingUploaded byc0ldlimit8345
- group2Uploaded byc0ldlimit8345
- group1Uploaded byc0ldlimit8345
- Shasha ~ Statistics is easyUploaded byНикола Маричић
- Methodology Sp Australian IndicesUploaded byc0ldlimit8345
- Price Jump Prediction in a Limit Order BookUploaded byc0ldlimit8345
- SSRN-id2001461Uploaded byc0ldlimit8345
- 10.1.1.4Uploaded byc0ldlimit8345
- ilin10aUploaded byc0ldlimit8345

- CH03_5C_4Uploaded byFaisal Rahman
- 17-18 ushe general education pathways 013117Uploaded byapi-186869782
- Gymnasiearbete - Artificiella Neuronnät - Henrik Lindgren - Slutgiltig.pdfUploaded byAnonymous UbD49p
- Determinants (4)Uploaded byAnkur Singh
- Tutorial 4 (Electrical) (1)Uploaded bydziera95
- Python SciPy Cheat Sheet Linear AlgebraUploaded byJoan Francesc Gilabert Navarro
- sqqs1013-chp05Uploaded bydenixng
- Probability Distributions CBRiskUploaded byYukeVinnescaAdriani
- 09 JanUploaded byAllyLau
- B.sc Computer Science 1st Sem c Lab RecordUploaded bySarath Kumar
- Analysis and Structural Dynamics for Civil EngineersUploaded bylazem.360
- Poisson Distribution Examples(1)Uploaded bySandhya Singh
- StatementUploaded byluca
- Ear 3Uploaded byAinul Intan
- High Performance Data Mining in Time Series Techniques and CaseUploaded byomitsura
- Cuemath Year 4Uploaded bySurjo Dutta Barman
- Resume DeborahnuqueUploaded byCathy Lopez
- 10-20 to 10-24 guided math for efolioUploaded byapi-268473228
- lesson plans - november 14th - 18thUploaded byapi-335960983
- How to Crack the DSE Entrance for EconomicsUploaded byShubham Jain
- Math Tutorials for the FE ExaminationUploaded bytartak00
- Book1Uploaded byNiraj Bhansali
- 2014 Hsc Maths Ext 1Uploaded byChi Mao
- IndexUploaded byamaresh27071965
- Appendix B; A Quick Look at the Del OperatorUploaded byengenheiroalencar
- DoubleAlgebra (Parallel Colt 0.7Uploaded byJean claude onana
- 1405.7579.pdfUploaded bySiro Ajah
- Rokko m to BsUploaded byvelskiq
- Mine Blast AlgorithmUploaded bynarottam jangir
- 103_2016_3_bUploaded bythomas