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Empirical Study on Fluctuation Theorem for Volatility Cascade Processes in Stock Markets [PDF]
EntropyThis study investigates the properties of financial markets that arise from the multi-scale structure of volatility, particularly intermittency, by employing robust theoretical tools from nonequilibrium thermodynamics.
Jun-ichi Maskawa
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Branching Random Walks with Two Types of Particles on Multidimensional Lattices
Mathematics, 2022 We consider a continuous-time branching random walk on a multidimensional lattice with two types of particles and an infinite number of initial particles.
Iuliia Makarova +3 more
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Method for characteristic phase detection in systems with complex topology of attractor being near the boundary of generalized synchronization [PDF]
Известия высших учебных заведений: Прикладная нелинейная динамика, 2020 The aim of the paper consists in the development of universal method for the detection of characteristic phases of the behavior in systems with complex topology of attractor being in the regime of intermittent generalized synchronization.
Moskalenko, Olga Igorevna +2 more
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Electricity, 2022 In this paper, we explore how effectively renewable generation can be used to meet a country’s electricity demands. We consider a range of different generation mixes and capacities, as well as the use of energy storage.
Constance Crozier +4 more
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Chaotic intermittency with non-differentiable M(x) function
Revista Facultad de Ingeniería Universidad de Antioquia, 2023 One-dimensional maps showing chaotic intermittency with discontinuous reinjection probability density functions are studied. For these maps, the reinjection mechanism possesses two different processes.
Sergio Elaskar +2 more
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Energies, 2021 Renewable Energy Sources (RES) have drawn significant attention in the past years to make the transition towards low carbon emissions. On the one hand, the intermittent nature of RES, resulting in variable power generation, hinders their high-level ...
Siavash Asiaban +6 more
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Intermittency and infinite variance: the case of integrated supOU processes [PDF]
, 2021 SupOU processes are superpositions of Ornstein-Uhlenbeck type processes with a random intensity parameter. They are stationary processes whose marginal distribution and dependence structure can be specified independently.
Grahovac, Danijel +2 more
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Regulating reserve with large penetration of renewable energy using midterm dynamic simulation
Journal of Modern Power Systems and Clean Energy, 2013 A novel renewable energy intermittency model and a new midterm dynamic simulation tool in power systems are developed for examining dynamic behavior along the load curve for different combinations of the system operation reserves and renewable portfolio ...
Chaoyang Jing, Baiqing Li
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Assessment of Simulated Solar Irradiance on Days of High Intermittency Using WRF-Solar
Energies, 2020 Improvements in the short-term predictability of irradiance in numerical weather prediction models can assist grid operators in managing intermittent solar-generated electricity. In this study, the performance of the Weather Research and Forecasting (WRF)
Abhnil Amtesh Prasad, Merlinde Kay
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Journal of Fluid Science and Technology, 2023 The effect of polymer addition on transition to turbulence in a two-dimensional water-flow channel was experimentally investigated by flow visualization using reflective flakes.
Sattaya YIMPRASERT +3 more
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