Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Linlu Jia"'
Publikováno v:
Entropy, Vol 21, Iss 10, p 1018 (2019)
A new concept named volatility monotonous persistence duration (VMPD) dynamics is introduced into the research of energy markets, in an attempt to describe nonlinear fluctuation behaviors from a new perspective. The VMPD sequence unites the maximum f
Externí odkaz:
https://doaj.org/article/ffff92c1775147c1b96b227195cfd4be
Publikováno v:
International Journal of Modern Physics C. 33
Based on the multi-color contact process and the oriented percolation, this paper develops a novel statistical physics financial price model with jumps to simulate and understand the price fluctuation characteristics in the real market. In this model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::930bbd88c14bc521a88763c49e30f9a8
https://doi.org/10.1142/s0129183122501170
https://doi.org/10.1142/s0129183122501170
Volatility aggregation intensity energy futures series on stochastic finite-range exclusion dynamics
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 514:370-383
The stochastic finite-range exclusion process, one of statistical physics systems, is introduced to construct a new agent-based financial price model to study the mechanism of market dynamics. A novel volatility aggregation intensity (VAI) time serie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::272a88816142268c5ce89b354c34795e
https://doi.org/10.1016/j.physa.2018.09.083
https://doi.org/10.1016/j.physa.2018.09.083
Publikováno v:
International Journal of Modern Physics C: Computational Physics & Physical Computation; Sep2022, Vol. 33 Issue 9, p1-24, 24p
Publikováno v:
Shipin Kexue/ Food Science; 2021, Vol. 42 Issue 2, p46-52, 7p
Publikováno v:
Entropy. Oct2019, Vol. 21 Issue 10, p1018-1018. 1p.
Selected, peer reviewed papers from the International Conference on Manufacturing Science and Engineering (ICMSE 2011), 9-11 April, 2011, Guilin, China
Selected, peer reviewed papers from the 2010 International Conference on Advances in Materials and Manufacturing Processes (ICAMMP 2010), 6-8 November, 2010, Shenzhen, China
Selected, peer reviewed papers from the International Conference on Manufacturing Science and Engineering (ICMSE 2011), 9-11 April, 2011, Guilin, China