Results 11 to 20 of about 58,651 (306)
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
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IEEE Journal on Emerging and Selected Topics in Circuits and Systems, 2013 Fractional dynamics reveals long range memory properties of systems described by means of signals represented by real numbers. Alternatively, dynamical systems and signals can adopt a representation where states are quantified using a set of symbols. Such signals occur both in nature and in man made processes and have the potential of a aftermath as ...
Machado, J. A. Tenreiro +1 more
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Fractional statistical dynamics and fractional kinetics
, 2016 We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum in terms of solutions to Vlasov-type hierarchies. As a by-product we obtain the evolution of the density of particles in the fractional kinetics in terms of a non-linear Vlasov-type kinetic equation. As an application we study the intermittency of
da Silva, Jose Luis +2 more
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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
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
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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
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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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