Results 81 to 90 of about 20,055 (271)
, 2009 A method is proposed for generating compact fractal disordered media, by generalizing the random midpoint displacement algorithm. The obtained structures are invasive stochastic fractals, with the Hurst exponent varying as a continuous parameter, as ...
Carbone, Anna +2 more
core +1 more source
Winter predatory efficiency and periodicity of the non‐native brown bullhead Ameiurus nebulosus
Journal of Fish Biology, EarlyView.Abstract Winter is a challenge for fish in temperate regions as it is likely to create a bottleneck for small‐bodied fish due to starvation. Resource consumption could contribute substantially to the overwinter survival of fish. Nevertheless, fish feeding activity and related impacts at low temperatures are understudied.
Alan Fritsch +5 more
wiley +1 more source
Deep Neural Network Model for Hurst Exponent: Learning from R/S Analysis
MathematicsThis paper proposes a deep neural network (DNN) model to estimate the Hurst exponent, a crucial parameter in modelling stock market price movements driven by fractional geometric Brownian motion.
Luca Di Persio, Tamirat Temesgen Dufera
doaj +1 more source
South African Journal of Economic and Management Sciences, 2017 Background: Contingent claims on underlying assets are typically priced under a framework that assumes, inter alia, that the log returns of the underlying asset are normally distributed.
Emlyn Flint, Eben Maré
doaj +1 more source
Dynamic Hurst Exponent in Time Series
, 2019 The market efficiency hypothesis has been proposed to explain the behavior of time series of stock markets. The Black-Scholes model (B-S) for example, is based on the assumption that markets are efficient. As a consequence, it is impossible, at least in principle, to "predict" how a market behaves, whatever the circumstances.
Campos, Carlos Arturo Soto +2 more
openaire +2 more sources
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
Investigation of non linear dynamics of an excitable magnetron sputtering plasma
Results in Physics, 2019 In this paper nonlinear dynamical behaviour of an excitable DC magnetron sputtering plasma has been investigated. Initially, plasma exhibited fixed point dynamics whereas with the increase in the discharge voltage, spikes were observed in the floating ...
Gopikishan Sabavath +4 more
doaj +1 more source
Journal of Economic Surveys, EarlyView.ABSTRACT Cryptocurrency markets are known for their wide price fluctuations, lack of central control, and fast‐paced development. These characteristics present serious challenges to traditional theories about how markets work and how prices reflect available information.
Giulia Fantini, Joy Jia, Chiara Oldani
wiley +1 more source
Известия высших учебных заведений. Поволжский регион:Технические наукиBackground. Currently, the Hurst exponent is quite easily interpreted in relation to biometric, medical and economic data, but it is customary to evaluate it on large samples.
V.I. Volchikhin +3 more
doaj +1 more source
Denoising for satellite laser altimetry full-waveform data based on EMD-Hurst analysis
International Journal of Digital Earth, 2020 Full-waveform decomposition is crucial for obtaining accurate satellite-ground distance, the accuracy of which is severely affected by noises. However, the traditional filters all depend on filtering parameters.
Zhijie Zhang +5 more
doaj +1 more source