Using Autocorrelation to Evaluate Investments Autocorrelation can serve as a valuable tool for evaluating the behavior of investment returns over time.

An extended sample autocorrelation function based on these consistent estimates is then defined and used for order determination. One of the advantages of this new approach is that it eliminates the ...

Here we propose and experimentally demonstrate a method of determining both the real and imaginary components of a single photon's temporal density matrix by measuring the autocorrelation function ...

Neglecting the temporal correlations replaces the original, temporally structured spike autocorrelation function with that of a Poisson spike train.

We present a complete analysis of the weak limit behaviour of the sample autocovariance and autocorrelation functions of (Xt), (|Xt|) and (Xt 2). The results in this paper can be seen as a natural ...

Autocorrelation can be used for analyzing many types of data. In investments, autocorrelation is part of the technical analysis toolkit used to assess the predictability of asset returns.