Zobrazeno 1 - 10
of 77
pro vyhledávání: '"Bartoš, Erik"'
Publikováno v:
Dynamics 3(1) (2023) 137-151
The damped oscillating structures recently revealed by a three parametric formula from the proton ``effective'' form factor data extracted of the measured total cross section $\sigma^{bare}_{tot}(e^+e^-\to p\bar p)$ still seem to have an unknown orig
Externí odkaz:
http://arxiv.org/abs/2303.16681
Publikováno v:
Digital Signal Processing 70 (2017) 59-72
We generalize a support vector machine to a support spinor machine by using the mathematical structure of wedge product over vector machine in order to extend field from vector field to spinor field. The separated hyperplane is extended to Kolmogorov
Externí odkaz:
http://arxiv.org/abs/1709.03943
It is clearly demonstrated that numerical values of the $f^F, f^D$ and $f^S$ coupling constants in SU(3) invariant Lagrangian of the interaction of the vector-meson nonets with $1/2^+$ octet baryons do not depend on the chosen version of the $\omega-
Externí odkaz:
http://arxiv.org/abs/1706.05657
Autor:
Bartoš, Erik
Publikováno v:
In Computer Physics Communications January 2022 270
Autor:
Bartoš, Erik, Pinčák, Richard
Publikováno v:
Physica A479 (2017) 57-70
The multi dimensional string objects are introduced as a new alternative for an application of string models for time series forecasting in trading on financial markets. The objects are represented by open string with 2-endpoints and D2-brane, which
Externí odkaz:
http://arxiv.org/abs/1607.05608
Publikováno v:
Physica A462 (2016) 117-133
The cohomology theory for financial market can allow us to deform Kolmogorov space of time series data over time period with the explicit definition of eight market states in grand unified theory. The anti-de Sitter space induced from a coupling beha
Externí odkaz:
http://arxiv.org/abs/1606.02871
Autor:
Pinčák, Richard, Bartoš, Erik
Publikováno v:
In Chemical Physics 1 January 2021 540
Autor:
Pinčák, Richard, Bartoš, Erik
Publikováno v:
Physica A436 (2015) 135-146
Overwhelming majority of econometric models applied on a long term basis in the financial forex market do not work sufficiently well. The reason is that transaction costs and arbitrage opportunity are not included, as this does not simulate the real
Externí odkaz:
http://arxiv.org/abs/1511.00483
Autor:
Pinčák, Richard, Bartoš, Erik
Publikováno v:
In Chemical Physics 1 September 2020 537
Publikováno v:
In Chemical Physics 1 July 2020 535