Zobrazeno 1 - 4
of 4
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:
Mathematics, Vol 10, Iss 6, p 923 (2022)
In this paper, a robust DOA estimation scheme based on sparse Bayesian learning (SBL) for non-circular signals in impulse noise and mutual coupling (MC) is proposed. Firstly, the Toeplitz property of the MC matrix is used to eliminate the effect of a
Externí odkaz:
https://doaj.org/article/fca17611d9df43ceb164b36bf901c227