Results 61 to 70 of about 7,126 (197)
Towards Multifractional Calculus [PDF]
Frontiers in Physics, 2018 After motivating the need of a multiscale version of fractional calculus in quantum gravity, we review current proposals and the program to be carried out in order to reach a viable definition of scale-dependent fractional operators. We present different types of multifractional Laplacians and comment on their known or expected properties.
openaire +4 more sources
Journal of Forecasting, EarlyView.ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Quantum logarithmic multifractality
Physical Review ResearchThrough a combination of rigorous analytical derivations and extensive numerical simulations, this work reports an exotic multifractal behavior, dubbed “logarithmic multifractality,” in effectively infinite-dimensional systems undergoing the Anderson ...
Weitao Chen +3 more
doaj +1 more source
Wave Transport and Localization in Prime Number Landscapes
Frontiers in Physics, 2021 In this paper, we study the wave transport and localization properties of novel aperiodic structures that manifest the intrinsic complexity of prime number distributions in imaginary quadratic fields.
Luca Dal Negro +4 more
doaj +1 more source
Long-range memory and multifractality in gold markets
, 2015 Long-range correlation and fluctuation in the gold market time series of world's two leading gold consuming countries, namely China and India, are studied.
Mali, Provash, Mukhopadhyay, Amitabha
core +1 more source
Statistical Self-Similar Properties of Complex Networks [PDF]
, 2006 It has been shown that many complex networks shared distinctive features, which differ in many ways from the random and the regular networks. Although these features capture important characteristics of complex networks, their applicability depends on ...
B. Bollobás +2 more
core +2 more sources
MULTIFRACTAL FLUCTUATIONS IN FINANCE [PDF]
International Journal of Theoretical and Applied Finance, 2000 We consider the structure functions S(q)(τ), i.e. the moments of order q of the increments X(t + τ)-X(t) of the Foreign Exchange rate X(t) which give clear evidence of scaling (S(q)(τ)∝τζ(q)). We demonstrate that the nonlinearity of the observed scaling exponent ζ(q) is incompatible with monofractal additive stochastic models usually introduced in ...
F. Schmitt, D. Schertzer, S. Lovejoy
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Interplay Between Green Investment and Market Price Premia in Global Shipping
International Journal of Finance &Economics, EarlyView.ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source
Multifractal wave functions of simple quantum maps [PDF]
, 2010 We study numerically multifractal properties of two models of one-dimensional quantum maps, a map with pseudointegrable dynamics and intermediate spectral statistics, and a map with an Anderson-like transition recently implemented with cold atoms.
A. Arneodo +5 more
core +3 more sources