Results 1 to 10 of about 55,387 (260)
Fractional monetary dynamics [PDF]
Applied Economics, 1999 We test for fractional dynamics in US monetary series, their various formulations and components, and velocity series. Using the spectral regression method, we find evidence of a fractional exponent in the differencing process of the monetary series (both simple-sum and Divisia indices), in their components (with the exception of demand deposits ...
John Barkoulas +2 more
core +5 more sources
Complex Systems and Fractional Dynamics. [PDF]
Entropy (Basel), 2018 Complex systems (CS) are pervasive in many areas of science and technology, namely in financialmarkets, transportation, telecommunication and social networks, world and country economies,immunological systems, living organisms, computational systems, and electrical and mechanicalstructures [...]
M Lopes A, Tenreiro Machado JA.
europepmc +5 more sources
Why Do Big Data and Machine Learning Entail the Fractional Dynamics? [PDF]
Entropy, 2021 Haoyu Niu, Yangquan Chen, Bruce J West
exaly +2 more sources
Dynamic fractional cascading [PDF]
Algorithmica, 1990 Let U be an ordered set and let \(G=(V,E)\) be an undirected graph. For each \(v\in V\) there is a set C(v)\(\subseteq U\), the catalogue of v, and for every edge \(e\in E\) there is a range \(R(e)=[7(e),r(e)]\), which is a closed interval in U. \(N=\sum_{v\in V}| C(v)|\) is the total size of the catalogues.
Mehlhorn, Kurt, Näher, Stefan
openaire +3 more sources
On the Dynamics of Ethnic Fractionalization [PDF]
SSRN Electronic Journal, 2007 Does fractionalization change over (short periods of) time? If so, are there any substantial implications for economic performance? To answer such questions, we construct a new panel data set with measures of ethnic, linguistic, and religious fractionalization for 26 former communist countries covering the period from 1989 to 2002.
Campos, Nauro F, Kuzeyev, Vitaliy
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Complex and Fractional Dynamics [PDF]
Entropy, 2017 Complex systems (CS) are pervasive in many areas, namely financial markets; highway transportation; telecommunication networks; world and country economies; social networks; immunological systems; living organisms; computational systems; and electrical and mechanical structures.
J. A. Tenreiro Machado +1 more
openaire +2 more sources
On fractional dynamic faults with thresholds [PDF]
Theoretical Computer Science, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stefan Dobrev +3 more
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FRACTIONAL DYNAMICS IN FINANCIAL INDICES [PDF]
International Journal of Bifurcation and Chaos, 2012 The goal of this study is the analysis of the dynamical properties of financial data series from 32 worldwide stock market indices during the period 2000–2009 at a daily time horizon. Stock market indices are examples of complex interacting systems for which a huge amount of data exists.
J. Tenreiro Machado +2 more
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Fractional Dynamics at Multiple Times [PDF]
Journal of Statistical Physics, 2012 A continuous time random walk (CTRW) imposes a random waiting time between random particle jumps. CTRW limit densities solve a fractional Fokker-Planck equation, but since the CTRW limit is not Markovian, this is not sufficient to characterize the process.
Meerschaert, Mark M., Straka, Peter
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Rough Homogenisation with Fractional Dynamics [PDF]
, 2021 We review recent developments of slow/fast stochastic differential equations, and also present a new result on Diffusion Homogenisation Theory with fractional and non-strong-mixing noise and providing new examples. The emphasise of the review will be on the recently developed effective dynamic theory for two scale random systems with fractional noise ...
Gehringer, J, Li, X-M
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