Results 81 to 90 of about 3,061,654 (200)
Criterion of Existence of Power-Law Memory for Economic Processes
In this paper, we propose criteria for the existence of memory of power-law type (PLT) memory in economic processes. We give the criterion of existence of power-law long-range dependence in time by using the analogy with the concept of the long-range ...
Vasily E. Tarasov, Valentina V. Tarasova
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Adrian Nelson-Pratt runs The Veterinary Business Consultancy, which offers business development support, coaching, mentoring and leadership training to the profession. We’re a few weeks into the Covid-19 crisis and we don’t yet know the shape of the curve in the UK.
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When investigating fractal phenomena, the following questions are fundamental for the applied researcher: (1) What are essential statistical properties of 1/f noise? (2) Which estimators are available for measuring fractality?
Tatjana eStadnitski
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Long Short-Term Memory Spatial Transformer Network
Spatial transformer network has been used in a layered form in conjunction with a convolutional network to enable the model to transform data spatially.
Chen, Tianyue, Feng, Shiyang, Sun, Hao
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Grouping promotes both partnership and rivalry with long memory in direct reciprocity. [PDF]
Murase Y, Baek SK.
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Fractional Calculus as a Simple Tool for Modeling and Analysis of Long Memory Process in Industry
This paper deals with the application of the fractional calculus as a tool for mathematical modeling and analysis of real processes, so called fractional-order processes. It is well-known that most real industrial processes are fractional-order ones. The
Ivo Petráš, Ján Terpák
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Measuring macroeconomic convergence and divergence within EMU using long memory. [PDF]
Dräger L, Kolaiti T, Sibbertsen P.
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Efficient and long-lived quantum memory with cold atoms inside a ring cavity
Quantum memories are regarded as one of the fundamental building blocks of linear-optical quantum computation and long-distance quantum communication. A long standing goal to realize scalable quantum information processing is to build a long-lived and ...
A Kuzmich +41 more
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To be or not to be: Roughness or long memory in volatility?
We develop a framework for composite likelihood estimation of parametric continuous-time stationary Gaussian processes. We derive the asymptotic theory of the associated maximum composite likelihood estimator. We implement our approach on a pair of models that have been proposed to describe the random log-spot variance of financial asset returns.
Mikkel Bennedsen +2 more
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Adaptive Fractional Differencing for Learning-Optimal Long-Memory Preservation
Forecasting and prediction in financial time series are fundamentally challenging due to non-stationarity and long-range dependence (LRD) nature of such series.
Sarit Maitra
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