Zobrazeno 1 - 10
of 36
pro vyhledávání: '"Osei K. Tweneboah"'
Publikováno v:
Electronic Journal of Differential Equations, Vol Special Issues, Iss 02, Pp 193-207 (2023)
Externí odkaz:
https://doaj.org/article/74fd06ac23b5421d80b494664cef619e
Publikováno v:
Fractal and Fractional, Vol 8, Iss 5, p 274 (2024)
In this article, we introduce the multifractal conditional diffusion entropy method for analyzing the volatility of financial time series. This method utilizes a q-order diffusion entropy based on a q-weighted time lag scale. The technique of conditi
Externí odkaz:
https://doaj.org/article/ffbde2d35a6d45f68422a94126e1518f
Autor:
Maria C. Mariani, Osei K. Tweneboah, Md Al Masum Bhuiyan, Maria P. Beccar-Varela, Ionut Florescu
Publikováno v:
Axioms, Vol 12, Iss 4, p 372 (2023)
This research classifies financial events, i.e., the collapse of the Lehman Brothers (2008) and the flash crash (2010), and their effects on two different stocks corresponding to Citigroup Inc. (2009) and Iamgold Corporation (2011) to verify if the m
Externí odkaz:
https://doaj.org/article/6a01819db05045f6a22aad6609a0fe3b
Publikováno v:
Axioms, Vol 11, Iss 4, p 160 (2022)
In this work, we have analyzed data sets from various fields using a coupled Ornstein–Uhlenbeck (OU) system of equations driven by Lévy processes. The Ornstein–Uhlenbeck model is well known for its ability to capture stochastic behaviors when us
Externí odkaz:
https://doaj.org/article/9add193f2a2f4d35b42b165b1bee1468
Publikováno v:
Entropy, Vol 23, Iss 11, p 1505 (2021)
In this paper, we have modified the Detrended Fluctuation Analysis (DFA) using the ternary Cantor set. We propose a modification of the DFA algorithm, Cantor DFA (CDFA), which uses the Cantor set theory of base 3 as a scale for segment sizes in the D
Externí odkaz:
https://doaj.org/article/f3d92cf3fb314ae0932fef09426a9c00
Publikováno v:
AIMS Geosciences, Vol 3, Iss 3, Pp 438-449 (2017)
A sequence of intraplate earthquakes occurred in Arizona at the same location where miningexplosions were carried out in previous years. The explosions and some of the earthquakes generatedvery similar seismic signals. In this study Dynamic Fourier A
Externí odkaz:
https://doaj.org/article/98d5d2dcefce446f907c990c3a509427
Publikováno v:
Mathematics, Vol 9, Iss 9, p 968 (2021)
In this work, we investigated the prognosis of three medical data specifically, breast cancer, heart disease, and prostate cancer by using 10 machine learning models. We applied all 10 models to each dataset to identify patterns in them. Furthermore,
Externí odkaz:
https://doaj.org/article/cda06c9093fd42d6b91f503183cf90ac
Autor:
Maria C. Mariani, William Kubin, Peter K. Asante, Osei K. Tweneboah, Maria P. Beccar-Varela, Sebastian Jaroszewicz, Hector Gonzalez-Huizar
Publikováno v:
Mathematics, Vol 8, Iss 7, p 1046 (2020)
Financial and geophysical data, like many other low and high frequency time series, are known to exhibit some memory effects. These memory effects may be long or short, permanent or temporal depending on the event that is being modeled. The purpose o
Externí odkaz:
https://doaj.org/article/3da2120e563c4ed8b1e1eedff8ae7eea
Autor:
Maria C. Mariani, Peter K. Asante, Md Al Masum Bhuiyan, Maria P. Beccar-Varela, Sebastian Jaroszewicz, Osei K. Tweneboah
Publikováno v:
Mathematics, Vol 8, Iss 3, p 441 (2020)
In this study, we use the Diffusion Entropy Analysis (DEA) to analyze and detect the scaling properties of time series from both emerging and well established markets as well as volcanic eruptions recorded by a seismic station, both financial and vol
Externí odkaz:
https://doaj.org/article/29dc690a9a184359809cf00b180e837f
Publikováno v:
Mathematics, Vol 7, Iss 9, p 826 (2019)
In this work, an analytic approach for solving higher order ordinary differential equations (ODEs) is developed. The techniques offer analytic flexibility in many research areas such as physics, engineering, and applied sciences and are effective for
Externí odkaz:
https://doaj.org/article/080f25038f4b4d7b9883cf01d9983c5a