Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Guillermo Romero-Meléndez"'
Autor:
Guillermo Romero-Meléndez, Rogelio Ojeda-Suárez, Agustín Nava-Huerta, Carlos Alberto García-Valdez
Publikováno v:
El Trimestre Económico, Vol 75, Pp 179-189 (2008)
Los autores presentan aquí un método de pronóstico para las series de tiempo fractales, y una variación de la fórmula de Feder que estimula el movimiento browniano fraccionario. Aplicamos este método a las cifras del índice de precios y cotiza
Externí odkaz:
https://doaj.org/article/fc6f31d5d3dc4dcd9cfacf1d66154af9
Autor:
Guillermo Romero-Meléndez, Rogelio Ojeda-Suárez, Carlos Alberto García-Valdez, Agustín Nava-Huerta
Publikováno v:
El Trimestre Económico, Vol 75, Pp 179-189 (2008)
Los autores presentan aquí un método de pronóstico para las series de tiempo fractales, y una variación de la fórmula de Feder que estimula el movimiento browniano fraccionario. Aplicamos este método a las cifras del índice de precios y cotiza
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9667eac8cee4b4543d484f4b161ad249
https://doi.org/10.20430/ete.v75i1.649
https://doi.org/10.20430/ete.v75i1.649
Publikováno v:
Trends in Mathematical Economics ISBN: 9783319325415
In this study, a continuous wavelet transform is performed on bitcoin’s historical returns. Despite the asset’s novelty and high volatility, evidence from the wavelet power spectra shows clear dominance of specific investment horizons during peri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::af9598f2f3d8b5bb9416b8d19849d9fb
https://doi.org/10.1007/978-3-319-32543-9_5
https://doi.org/10.1007/978-3-319-32543-9_5
Autor:
Carlos Alberto García-Valdez, Manuel Santigo-Bringas, Mauricio Barroso-Castorena, Guillermo Romero-Meléndez, Jorge Huerta-González
Publikováno v:
Lecture Notes in Economics and Mathematical Systems ISBN: 9783540242826
In the first part of this paper we present experimental evidence that the Mexican stock market has a fractal structure. We obtained the experimental results by using the Matsushita-Ouchi method, the box-counting method, and the fractal image compress
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d87d5e81bb480aff831106a26033f834
https://doi.org/10.1007/3-540-28444-3_20
https://doi.org/10.1007/3-540-28444-3_20
Autor:
Francisco M. Goycoolea, Inocencio Higuera-Ciapara, Adriana L. Navarro-Verdugo, Waldo Argüelles-Monal, Guillermo Romero-Meléndez
Publikováno v:
Soft Matter. 7:5847
Smart gels are soft polymeric systems that exhibit a reversible phase transition when exposed to environmental stimuli. A modified Boltzmann sigmoidal equation is proposed to model the phase transition behavior of smart gels. The equation can be solv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9c901d4b84692c48b25d2b119a275278
https://doi.org/10.1039/c1sm05252g
https://doi.org/10.1039/c1sm05252g