Search Results - subject:"fractal"

A characterization of Markov equilibrium in stochastic overlapping generations models

Kim, Eungsik; Spear, Stephen E. - In: Journal of economic dynamics & control 124 (2021), pp. 1-31

Persistent link: https://www.econbiz.de/10012666418

Dependencia serial de largo plazo en el índice bursátil chileno, a través del coeficiente de Hurst y Hurst ajustado

Acuña-Opazo, Christian; Álvarez-Marín, Alejandro - In: Journal of economics, finance & administrative science 22 (2017) 42, pp. 37-50

Purpose: This research examined the existence of long-term memory by calculating the coefficient of Hurst and Hurst set, and the analysis of characteristics of chaotic structures in the series of stock market of Chile, specifically through the Selective Price Index Shares....

Persistent link: https://www.econbiz.de/10011875220

Universality of non-extensive Tsallis statistics and time series analysis: Theory and applications

Pavlos, G.P.; Karakatsanis, L.P.; Xenakis, M.N.; … - In: Physica A: Statistical Mechanics and its Applications 395 (2014) C, pp. 58-95

Tsallis q-statistics for intermittent turbulence theory, non-equilibrium statistics, and fractal extension of dynamics. …

Persistent link: https://www.econbiz.de/10010730328

Internet router modeling using Circulant Markov modulated Poisson process- impact of fractal onset time (FOT)

Renikunta, Ramesh; Dasari, Rajaiah; Malla Reddy, Perati - In: Opsearch : journal of the Operational Research Society … 53 (2016) 2, pp. 317-328

Persistent link: https://www.econbiz.de/10011595128

Фрактальные развивающиеся архитектуры

СЕРГЕЕВИЧ, СЕМЕНОВ АЛЕКСАНДР - In: Управление большими … (2010) 3, pp. 91-103

Рассматривается модель архитектуры сложных развивающихся систем на основе фрактальных графов, обладающих свойством самоподобия и описываемых посредством...

Persistent link: https://www.econbiz.de/10011227284

Income inequality in Turkey : a fractal point of view

Kırer Silva Lecuna, Hale; Eser, Rüya - In: Dynamic optics in economics : quantitative, …, (pp. 185-205). 2020

Persistent link: https://www.econbiz.de/10012888503

Logistics capabilities measurement in the fractal supply network

Saad, Sameh M.; Bahadori, Ramin - In: International journal of logistics systems and … 36 (2020) 2, pp. 251-281

Persistent link: https://www.econbiz.de/10012252846

Measuring the Brazilian ethanol and gasoline market efficiency using DFA-Hurst and fractal dimension

David, Sergio A.; Inácio, C. M. C.; Quintino, D. D.; … - In: Energy economics 85 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012509987

An idea of risk-neutral momentum and market fear

Schadner, Wolfgang - In: Finance research letters 37 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012484870

Beautiful fractals as a crystal ball for financial markets? - Investment decision support system based on image recognition using artificial intelligence 2020

Abdel-Karim, Benjamin M. - In: The journal of prediction markets 14 (2020) 2, pp. 27-43

Persistent link: https://www.econbiz.de/10012667688