Results 141 to 150 of about 21,626 (312)

The multi-fractal model of asset returns : its estimation via GMM and its use for volatility forecasting [PDF]

open access: yes
Multi-fractal processes have been proposed as a new formalism for modeling the time series of returns in finance. The major attraction of these processes is their ability to generate various degrees of long memory in different powers of returns - a ...
Lux, Thomas
core  

On the analyzing of bifurcation properties of the one‐dimensional Mackey–Glass model by using a generalized approach

open access: yesMathematical Methods in the Applied Sciences, EarlyView.
The goal of this work is to look at how a nonlinear model describes hematopoiesis and its complexities utilizing commonly used techniques with historical and material links. Based on time delay, the Mackey–Glass model is explored in two instances. To offer a range, the relevance of the parameter impacting stability (bifurcation) is recorded.
Shuai Zhang   +5 more
wiley   +1 more source

A study of open spaces of urban bays in Qingdao, China: from the perspective of fractal order

open access: yesJournal of Asian Architecture and Building Engineering
Urban bays in coastal cities like Qingdao play a pivotal role in fostering sustainable human-nature symbiosis amid rapid urbanization. However, economic-driven development has led to fragmented spatial hierarchies and heterogeneous open space ...
Rui Guan   +5 more
doaj   +1 more source

Analysis of Impact Crushing Characteristics of Steel Fiber Reinforced Recycled Aggregate Concrete Based on Fractal Theory

open access: yesFractal and Fractional
The fractal theory can effectively describe the complexity and multi-scale of concrete under impact load and provide a scientific basis for evaluating concrete’s impact resistance.
Xianggang Zhang   +4 more
doaj   +1 more source

Fractal-based model for maximum penetration distance of grout slurry flowing through soils with different dry densities

open access: yes, 2022
Existing penetration models for grouting slurry seldomly consider the relationship between dry density and complexity of soil. A novel penetration model, in which the complexity of the flow path in soil was described by fractal theory, has been proposed ...
Yuhuan Bu (5572796)   +3 more
core  

A Novel Optimized Local Linearization Hybrid Block Method for Chaotic Systems: Applications to Stretch‐Twist‐Fold Flow and Bond Orbital Chaotic Attractors

open access: yesMathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT The numerical approximation of nonlinear chaotic differential systems, such as the modified stretch‐twist‐fold (STF) flow and multi‐bond chaotic attractors, presents a significant challenge due to their sensitive dependence on initial conditions and complex dynamics where analytical solutions are unattainable.
Shina Daniel Oloniiju, Anastacia Dlamini
wiley   +1 more source

Multiscale percolation properties of a fractal pore network

open access: yes, 2010
Network modelling and percolation theory now occupy a firm niche in soils research, aiding in the simulation and prediction of flow and transport processes. In this study we examine the connectivity properties of a simple parameterized 2D fractal network
Bird, N. R. A.   +2 more
core   +1 more source

Fractional Moment Theory for Anomalous Transport: A Unified Framework for Lévy Flights, Fractals, and Complex Dynamical Systems

open access: yesMathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT We develop a unified mathematical framework extending classical moment theory from discrete integer orders to a continuous spectrum of real orders f>0$$ f>0 $$, providing a systematic statistical characterization of complex systems exhibiting power‐law behavior.
Farrukh A. Chishtie
wiley   +1 more source

Morse Theory on Fractal Manifolds with Boundary

open access: yes
This paper systematically develops Morse theory on fractal mani?folds with boundary. By introducing fractal differential structures and fractal chain complexes, we define fractal Morse functions and estab?lish Morse inequalities adapted to fractal ...
ZIQING zhou, changzheng zhou
core   +1 more source

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