Results 41 to 50 of about 66,354 (252)
Nonlinear Analysis of Return Time Series Model by Oriented Percolation Dynamic System
Abstract and Applied Analysis, 2013 Fluctuation dynamics of financial price changes is developed and investigated by oriented percolation system; oriented percolation is percolation with a special direction along which the activity can only propagate one way but not the other.
Anqi Pei, Jun Wang
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Lie Symmetries of (1+2) Nonautonomous Evolution Equations in Financial Mathematics
Mathematics, 2016 We analyse two classes of ( 1 + 2 ) evolution equations which are of special interest in Financial Mathematics, namely the Two-dimensional Black-Scholes Equation and the equation for the Two-factor Commodities Problem. Our approach is that of Lie
Andronikos Paliathanasis +2 more
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Multimodal Data‐Driven Microstructure Characterization
Advanced Engineering Materials, EarlyView.A self‐consistent autonomous workflow for EBSP‐based microstructure segmentation by integrating PCA, GMM clustering, and cNMF with information‐theoretic parameter selection, requiring no user input. An optimal ROI size related to characteristic grain size is identified.
Qi Zhang +4 more
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Hydrogen‐Assisted Fracture of Iron‐Based Fe–Ni–Al Alloys
Advanced Engineering Materials, EarlyView.Principal relations and fracture mechanisms of single‐phase and precipitate‐strengthened Fe–Ni–Al alloys subjected to prior electrochemical hydrogen charging are identified. The mechanisms of hydrogen effect on strength and microhardness are discussed, including hydrogen‐induced increase in microhardness and the role of hydrogen in fracture behavior ...
Nataliya Yadzhak +3 more
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Nonlinear Behaviors of Tail Dependence and Cross-Correlation of Financial Time Series Model
Abstract and Applied Analysis, 2014 Nonlinear behaviors of tail dependence and cross-correlation of financial time series are reproduced and investigated by stochastic voter dynamic system. The voter process is a continuous-time Markov process and is one of the interacting dynamic systems.
Wei Deng, Jun Wang
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The necessity of multi-disciplinary scholarship for finance: On Ayache and Roffe
Finance and Society, 2016 Ayache presents a view of markets and mathematics that attempts to conform to the philosophies of Alain Badiou and Quentin Meillassoux. However, this attempt is unsuccessful because Ayache adopts a view of probability rooted in nineteenth-century ...
Timothy C. Johnson
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Fatigue Crack Initiation and Growth in Nanocrystalline Ni at Multiple Length‐Scales
Advanced Engineering Materials, EarlyView.Overview of miniaturized in situ SEM fatigue setup and resultant fatigue crack growth data for nanocrystalline Ni. The presented study focuses on the analysis of fatigue crack growth rate (FCGR) in focused ion beam‐notched microcantilevers prepared from nanocrystalline (NC) Ni as a model material.
Igor Moravcik +7 more
wiley +1 more source
Open Education StudiesFinancial literacy is an essential skill for individuals, yet many countries are encountering many challenges to achieving the desired level of ideal financial literacy.
Kristanto Matias Vico Anggoro +3 more
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Quick Introduction into the General Framework of Portfolio Theory
RisksThis survey offers a succinct overview of the General Framework of Portfolio Theory (GFPT), consolidating Markowitz portfolio theory, the growth optimal portfolio theory, and the theory of risk measures.
Philipp Kreins +2 more
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First Quarter Chronicle of COVID-19: An Attempt to Measure Governments’ Responses
Risks, 2020 The crisis caused by the outbreak of COVID-19 revealed the global unpreparedness for handling the impact of a pandemic. In this paper, we present a first quarter chronicle of COVID-19 in Hubei China, Italy and Spain, particularly focusing on infection ...
Şule Şahin +7 more
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