Results 51 to 60 of about 132,311 (233)

Preliminaries on the Accurate Estimation of the Hurst Exponent Using Time Series [PDF]

, 2021
This article explores the required amount of time series points from a high-speed computer network to accurately estimate the Hurst exponent. The methodology consists in designing an experiment using estimators that are applied to time series addresses ...
Osorio-Comparán, Román, Millán, Ginno, Lefranc, Gastón   +2 more
core   +1 more source

Analysis of Solar Neutrino Data from Super-Kamiokande I and II

Entropy, 2014
We are going back to the roots of the original solar neutrino problem: the analysis of data from solar neutrino experiments. The application of standard deviation analysis (SDA) and diffusion entropy analysis (DEA) to the Super-Kamiokande I and II data ...
Hans J. Haubold, Arak M. Mathai, Ram K. Saxena   +2 more
doaj   +1 more source

Using National Survey Data to Estimate Healthcare Communication Disparities for Adults With Intellectual and Developmental Disabilities

Journal of Intellectual Disability Research, EarlyView.
ABSTRACT Background Previous studies have identified considerable health outcome disparities for adults with intellectual and developmental disabilities (IDD) as well as poor or ineffective communication between adults with IDD and their medical providers.
Jamie Koenig, Lauren Bishop
wiley   +1 more source

Beyond Quality and Quantity: Enriching the Study of Organizational Attention

Journal of Management Studies, EarlyView.
Abstract This Counterpoint advances the study of organizational attention by proposing an ‘expansive’ rather than a ‘substitutive’ development of the attention‐based view (ABV) as proposed in the Point. While endorsing a richer understanding of attention, we caution against reinforcing unhelpful dichotomies between quality and quantity of attention. We
Davide Nicolini, Matthew Hurst, Jeanne Mengis, Manuel Baeriswyl   +3 more
wiley   +1 more source

Testing for Rough Volatility When Prices Are Purely Discontinuous

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of nonparametric testing for rough volatility, using high‐frequency data with a fixed time span, in a setting where the price is purely discontinuous. More specifically, we analyze the asymptotic properties of a test we developed in previous work in a pure‐jump setting.
Carsten H. Chong, Viktor Todorov
wiley   +1 more source

Acoustic monitoring of pipeline leaks based on fractal analysis of signal

Известия высших учебных заведений: Проблемы энергетики
The RELEVANCE of the present study is to develop a new approach to pipeline leak detection based on fractal analysis of acoustic signals. The proposed approach improves the reliability of leak detection by simplifying the interpretation of measurement ...
Ayrat R. Zagretdinov, Shamil G. Ziganshin, Ilya I. Klyukin, Roman N. Alexandrov   +3 more
doaj   +1 more source

Information‐Theoretic Approach to Financial Market Modeling

Mathematical Finance, EarlyView.
ABSTRACT The paper treats the financial market as a communication system, using four information‐theoretic assumptions to derive an idealized model with only one parameter. State variables are scalar stationary diffusions. The model maximizes the surprisal of the market and minimizes the Kullback–Leibler divergence between the benchmark‐neutral pricing
Eckhard Platen
wiley   +1 more source

On Short‐Term Behavior of Implied Volatility for Index Options

Mathematical Finance, EarlyView.
ABSTRACT This paper investigates short‐term behavior of implied volatility of derivatives written on a market index when the index is constructed using a ranking procedure. Even when stock prices follow geometric Brownian motion dynamics, the ranking mechanism can lead to the observed term structure of at‐the‐money (ATM) implied volatility skew for ...
Huy N. Chau, Duy Nguyen, Thai Nguyen
wiley   +1 more source

Estimation of the Hurst Exponent for the Daily Sunspot Number [PDF]

, 2016
This paper deals with the estimation of the Hurst exponent of the International relative sunspot number data. We focus on three data sets of the yearly, monthly and daily sunspot numbers, and individually we consider the estimation of the Hurst exponent ...
Tanaka, Minoru
core   +1 more source

Political Naturalisation: Conscripting Transit Citizens in the United Arab Emirates

Studies in Ethnicity and Nationalism, EarlyView.
ABSTRACT Since its formation, the United Arab Emirates has sought to construct a cohesive sense of national identity among its citizens, centred on a system of material and legal privileges granted exclusively to Emirati nationals. A pillar of its nation‐building project was the strict exclusion of foreigners from citizenship and the upholding of a ...
Mira Al Hussein
wiley   +1 more source