Results 91 to 100 of about 11,121 (220)
RANDOM WALKS AND FRACTAL STRUCTURES IN AGRICULTURAL COMMODITY FUTURES PRICES [PDF]
This paper investigates whether the assumption of Brownian motion often used to describe commodity price movements is satisfied. Using historical data from 17 commodity futures contracts specific tests of fractional and ordinary Brownian motion are ...
Turvey, Calum G.
core +1 more source
Abstract The genome stores and processes approximately 1.5 gigabytes of encoded information. In this article, we propose that the eukaryotic genome and its adaptable three‐dimensional packing in the form of chromatin offer a valuable template for the system architecture of DNA‐based digital computers.
Lennart Hilbert +8 more
wiley +1 more source
Spaceborne and spaceborn: Physiological aspects of pregnancy and birth during interplanetary flight
Abstract Crewed interplanetary return missions that are on the planning horizon will take years, more than enough time for initiation and completion of a pregnancy. Pregnancy is viewed as a sequence of processes – fertilization, blastocyst formation, implantation, gastrulation, placentation, organogenesis, gross morphogenesis, birth and neonatal ...
Arun V. Holden
wiley +1 more source
Hydrodynamic Removal of Sediments in Open Irrigation Channel
The experimental study investigated the hydraulic behaviour of particle transport in an irrigation channel equipped with submerged longitudinal structures designed to reduce the effective cross‐sectional area. The findings demonstrate that the placement of parallel barriers along the flow axis generates localized acceleration and turbulence, which ...
Israel E. Herrera‐Díaz +3 more
wiley +1 more source
Abstract Purpose Accurate MR signal simulation, including microvascular structures and water diffusion, is crucial for MRI techniques like fMRI BOLD modeling and MR vascular Fingerprinting (MRF), which use susceptibility effects on MR signals for tissue characterization.
Thomas Coudert +9 more
wiley +1 more source
QRS Detection in Noisy Electrocardiogram Based on Multi‐Parameter Constrained Stochastic Resonance
One major challenge of QRS wave detection is the deleterious impact of inevitable noise in electrocardiogram (ECG) signals, which can deteriorate the detection performance of algorithms. Previous research has shown a nonlinear monostable potential‐based algorithm for enhancing the QRS complex in a noisy environment. Its main mechanism is the stochastic
Wenyu Shang, Masaki Sekino
wiley +1 more source
Observation and detection of neurotransmitter dynamics in aqueous system has been hurdle for analytical fields due to its weak and reversible nature. A terahertz‐nanodisc metasurface which implements comprehensive detection over conformational change and selective sensing is introduced. Utilizing the THz regime photonics and biomimetic environment with
Taeyeon Kim +6 more
wiley +1 more source
Microdroplet Magnetic Field Sensor Utilizing Magneto‐Birefringence Effect
A compact sensor based on birefringent microdroplets of magnetic nanoplatelet suspension enables precise optical detection of magnetic field strength and direction at the microscale. The system offers high sensitivity, fast response, and compatibility with lab‐on‐chip applications.
Martin Horvat +4 more
wiley +1 more source
The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion
Foad Shokrollahi
openalex +3 more sources
Risk preference based option pricing in a fractional Brownian market [PDF]
We focus on a preference based approach when pricing options in a market driven by fractional Brownian motion. Within this framework we derive formulae for fractional European options using the traditional idea of conditional expectation.
Rostek, Stefan, Schöbel, Rainer
core

