Results 61 to 70 of about 115,141 (223)

Forecasting Duration in High‐Frequency Financial Data Using a Self‐Exciting Flexible Residual Point Process

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents a method for forecasting limit order book durations using a self‐exciting flexible residual point process. High‐frequency events in modern exchanges exhibit heavy‐tailed interarrival times, posing a significant challenge for accurate prediction.
Kyungsub Lee
wiley   +1 more source

Lyapunov Equivalent Representation Form of Forced, Damped, Nonlinear, Two Degree-of-Freedom Systems

Applied Sciences, 2018
The aim of this paper focuses on finding equivalent representation forms of forced, damped, two degree-of-freedom, nonlinear systems in the sense of Lyapunov by using a nonlinear transformation approach that provides decoupled, forced, damped, nonlinear ...
Alex Elías-Zúñiga, Luis M. Palacios-Pineda, Daniel Olvera-Trejo, Oscar Martínez-Romero   +3 more
doaj   +1 more source

Grothendieck and ℓ∞$\ell _\infty$‐Grothendieck Subspaces of ℓ∞$\ell _\infty$

Mathematische Nachrichten, EarlyView.
ABSTRACT Let c=2ℵ0$\mathfrak {c}=2^{\aleph _0}$. We prove that ℓ∞$\ell _\infty$ contains 2c$2^{\mathfrak {c}}$ pairwise non‐isomorphic non‐reflexive Grothendieck subspaces. They may all be chosen to contain the canonical copy of c0$c_0$ and to have an infinite‐dimensional reflexive quotient. This is optimal and answers Problem 24 of González and Kania [
Manuel González, Tomasz Kania
wiley   +1 more source

From Biological Fractal Dynamics to Analog Fractional‐Order Circuits: A System Design Framework Based on Operatorization Thought

International Journal of Mechanical System Dynamics, EarlyView.
ABSTRACT Fractional calculus, with its unique advantage in describing memory and nonlocal effects, has become a key tool for modeling nonlinear dynamic systems. Its integration with circuit systems has opened up a new paradigm for modern circuit design.
Zhimo Jian, Zheng Li, Gang Peng, Chaoqian Luo, Yajun Yin   +4 more
wiley   +1 more source

Generalized Lyapunov Exponents of Homogeneous Systems [PDF]

, 2019
International audienceThe paper deals the method of Lyapunov exponents for a class of a generalized homogeneous systems. Homogeneous systems may have some sup-exponential and super-exponential grows. In this case, the method of Lyapunov exponents becomes
Andrey Polyakov, Polyakov, Andrey, Sergiy Zhuk, Zhuk, Sergiy   +3 more
core   +1 more source

Gap between Lyapunov exponents for Hitchin representations [PDF]

, 2022
We study Lyapunov exponents for flat bundles over hyperbolic curves defined via parallel transport over the geodesic flow. We consider them as invariants on the space of Hitchin representations and show that there is a gap between any two consecutive ...
Martin-Baillon, Florestan, Costantini, Matteo   +1 more
core   +1 more source

Holographic Kolmogorov-Sinai entropy and the quantum Lyapunov spectrum

Journal of High Energy Physics, 2022
In classical chaotic systems the entropy, averaged over initial phase space distributions, follows a universal behavior. While approaching thermal equilibrium it passes through a stage where it grows linearly, while the growth rate, the Kolmogorov-Sinai ...
Georg Maier, Andreas Schäfer, Sebastian Waeber   +2 more
doaj   +1 more source

Adaptive Sliding‐Mode Control of a Perturbed Diffusion Process With Pointwise In‐Domain Actuation

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT A sliding mode–based adaptive control law is proposed for a class of diffusion processes featuring a spatially‐varying uncertain diffusivity and equipped with several point‐wise actuators located at the two boundaries of the spatial domain as well as in its interior.
Paul Mayr, Alessandro Pisano, Stefan Koch, Markus Reichhartinger   +3 more
wiley   +1 more source

Optimal Homogeneous ℒp$$ {\boldsymbol{\mathcal{L}}}_{\boldsymbol{p}} $$‐Gain Controller

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT Nonlinear ℋ∞$$ {\mathscr{H}}_{\infty } $$‐controllers are designed for arbitrarily weighted, continuous homogeneous systems with a focus on systems affine in the control input. Based on the homogeneous ℒp$$ {\mathcal{L}}_p $$‐norm, the input–output behavior is quantified in terms of the homogeneous ℒp$$ {\mathcal{L}}_p $$‐gain as a ...
Daipeng Zhang, Benjamin Calmbach, Jaime A. Moreno, Johann Reger   +3 more
wiley   +1 more source

Statistical tests for Lyapunov exponents of deterministic systems [PDF]

, 2004
In order to develop statistical tests for the Lyapunov exponents of deterministic dynamical systems, we develop bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes.
Wolff, Rodney C., Qiwei Yao, Yao, Qiwei, Rodney Wolff, Howell Tong, Tong, Howell   +5 more
core   +2 more sources