A Novel Image-Encryption Scheme Based on a Non-Linear Cross-Coupled Hyperchaotic System with the Dynamic Correlation of Plaintext Pixels [PDF]
Entropy, 2020 Based on a logistic map and Feigenbaum map, we proposed a logistic Feigenbaum non-linear cross-coupled hyperchaotic map (LF-NCHM) model. Experimental verification showed that the system is a hyperchaotic system.
Wenjin Hou +3 more
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Analysis of the dynamic correlation between chronic comorbidities and health shocks among middle-aged and older adults people in rural mountainous areas of southern Ningxia—from 14 years of follow-up panel data [PDF]
Frontiers in Public HealthBackgroundWith the acceleration of the aging process, the health shock on the middle-aged and older adults people has become a key issue that urgently needs to be solved.
Juan Yang +11 more
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Estimation of Dynamic Bivariate Correlation Using a Weighted Graph Algorithm
Entropy, 2020 Dynamic correlation is the correlation between two time series across time. Two approaches that currently exist in neuroscience literature for dynamic correlation estimation are the sliding window method and dynamic conditional correlation. In this paper,
Majnu John +5 more
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Information Dynamic Correlation of Vibration in Nonlinear Systems [PDF]
Entropy, 2019 In previous studies, information dynamics methods such as Von Neumann entropy and Rényi entropy played an important role in many fields, covering both macroscopic and microscopic studies.
Zhe Wu +4 more
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Dynamic correlation network analysis of financial asset returns with network clustering [PDF]
Applied Network Science, 2017 In this study, we propose a novel approach to analyze a dynamic correlation network of highly volatile financial asset returns by using a network clustering algorithm to deal with high dimensionality issues.
Takashi Isogai
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Modeling the Volatility of the Iranian Asset Markets Using Factor Multivariate Stochastic Volatility Model [PDF]
مدلسازی اقتصادسنجی, 2021 Using the monthly data of the returns of 5 assets during 05/31/2011 to 02/28/2021, the volatilities of Iranian asset markets have been modeled in this paper.
reza Taleblou, Parisa Mohajeri
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Has COVID-19 Changed the Hedge Effectiveness of Bitcoin?
Frontiers in Public Health, 2021 The Bitcoin market has become a research hotspot after the outbreak of Covid-19. In this paper, we focus on the relationships between the Bitcoin spot and futures.
Yinpeng Zhang, Panpan Zhu, Yingying Xu
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Entropy, 2023 In recent years, with the frequency of marine disasters, water quality has become an important environmental problem for researchers, and much effort has been put into the prediction of marine water quality. The temporal and spatial correlation of marine
Zhigang Li +4 more
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Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol
Journal of Statistical Software, 2021 Stochastic volatility (SV) models are nonlinear state-space models that enjoy increasing popularity for fitting and predicting heteroskedastic time series.
Darjus Hosszejni, Gregor Kastner
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Risk Modeling of Stocks of Large Companies in the Tehran Stock Exchange: A Multivariate Factor Stochastic Volatility Approach [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2023 Volatility analysis is considered a modern and efficient tool for estimating, managing, and hedging risk, valuing and selecting optimal portfolios, and aiding investors in making informed financial decisions. This research aims to present a model for the
Reza Taleblou +2 more
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