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A display of the tentatively basic parameters of stocks, i.e. the daily closing price and the daily transaction volume is presented eliminating the time variable between them. The “phase diagram” looks like a triangular region similar to the two-phase region of traffic diagrams. The data is...
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It is well known that spectra in classical fluids at equilibrium decay faster than any power of ω for high frequency. It is suggested that the ultimate decay is exponential for finite systems but slower than any exponential in infinite fluids. This renders time series in finite systems...
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The stochastic-agent-on-tree method for business valuation is proposed by applying the game theory to the agent-based model. The proposed method is reduced to the real option valuation method using approximations. Demand forecasting and business valuation for computer-related industries are...
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We modify the definition of sample entropy (SaEn) by incorporating a time delay between the components of the block (from which the densities are estimated) and show that the modified method characterizes the complexity of the system better than the original version. We apply the modified SaEn...
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