Showing 1 - 9 of 9
This paper develops a cumulative entropy method (CEM) to recognize the most suitable distribution for model error. In terms of the CEM, the Lévy stable distribution is employed to capture the statistical properties of model error. The strategies are tested on 250 experiments of axially loaded...
Persistent link: https://www.econbiz.de/10011117866
In this study, we investigate three kinds of fractional differential models (distributed-order model, variable-order model and random-order model) for characterization of anomalous diffusion. The characteristics, physical advantages and potential applications of each model are highlighted. The...
Persistent link: https://www.econbiz.de/10010873851
We make a failsafe extension to the incomplete minority game model, give a brief analysis on how incompleteness will effect system efficiency. Simulations that limited incompleteness in strategies can improve the system efficiency. Among three failsafe modes, the “Back-to-Best” mode brings...
Persistent link: https://www.econbiz.de/10011057454
The determination of overlapping degree of interfacial layers is crucial to evaluate physical properties of particulate composites. The purpose of the present work is to develop a theoretical scheme for the overlapping degree of interfacial layers around polydisperse ellipsoidal particles in...
Persistent link: https://www.econbiz.de/10010744311
The purpose of this paper is to offer a unified discussion of variable-order differential operators in anomalous diffusion modeling. The characteristics of the new models, in contrast to constant-order fractional diffusion models, change with time, space, concentration or other independent...
Persistent link: https://www.econbiz.de/10010591291
In this paper, cointegration relationships among 26 global stock market indices over the periods of sub-prime and European debt crisis and their influence rank are investigated by constructing and analyzing directed and weighted cointegration networks. The obtained results are shown as follows:...
Persistent link: https://www.econbiz.de/10011060323
Identifying influential spreaders is crucial for understanding and controlling spreading processes on social networks. Via assigning degree-dependent weights onto links associated with the ground node, we proposed a variant to a recent ranking algorithm named LeaderRank (Lü et al., 2011)....
Persistent link: https://www.econbiz.de/10011062081
In this study, we choose the daily closing price of 268 constituent stocks of the S&P 500 index, 221 stocks of London Stock Exchange, 148 constituent stocks of the Shanghai Composite index and 152 constituent stocks of the Hang Seng index as the research objects and select the sample of all the...
Persistent link: https://www.econbiz.de/10010939889
Traffic capacity of one network strongly depends on the link’s bandwidth allocation strategy. In previous bandwidth allocation mechanisms, once one link’s bandwidth is allocated, it will be fixed throughout the overall traffic transmission process. However, the traffic load of every link...
Persistent link: https://www.econbiz.de/10010608613