Download or read book Multifractal Detrended Analysis Method and Its Application in Financial Markets written by Guangxi Cao and published by Springer. This book was released on 2018-02-18 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address problems concerning the international economy, social development and economic security. This book applies the multi-fractal detrended class method, and improves the method with different filters. The authors apply those methods to a variety of areas: financial markets, energy markets, gold market and so on. This book is arguably a systematic research and summary of various kinds of multi-fractal detrended methods. Furthermore, it puts forward some investment suggestions on a healthy development of financial markets.

Download or read book Advances in Speech and Music Technology written by Anupam Biswas and published by Springer Nature. This book was released on 2023-01-01 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents advances in speech and music in the domain of audio signal processing. The book begins with introductory chapters on the basics of speech and music, and then proceeds to computational aspects of speech and music, including music information retrieval and spoken language processing. The authors discuss the intersection in the field of computer science, musicology and speech analysis, and how the multifaceted nature of speech and music information processing requires unique algorithms, systems using sophisticated signal processing, and machine learning techniques that better extract useful information. The authors discuss how a deep understanding of both speech and music in terms of perception, emotion, mood, gesture and cognition is essential for successful application. Also discussed is the overwhelming amount of data that has been generated across the world that requires efficient processing for better maintenance, retrieval, indexing and querying and how machine learning and artificial intelligence are most suited for these computational tasks. The book provides both technological knowledge and a comprehensive treatment of essential topics in speech and music processing.

Download or read book Application of Fractal Processes and Fractional Derivatives in Finance written by Leung Lung Chan and published by . This book was released on 2024-05-14 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years, there has been a fast growth in the application of long-memory processes to underlying assets including stock, volatility index, exchange rate, etc. The fractional Brownian motion is the most popular of the long-memory processes and was introduced by Kolmogorov in 1940 and later by Mandelbrot in 1965. It has been used in hydrology and climatology as well as finance. The dynamics of the volatility of asset price or asset price itself were modelled as a fractional Brownian motion in finance and are called rough volatility models and the fractional Black-Scholes model, respectively. Fractional diffusion processes are also used to model the dynamics of underlying assets. The option price under the fractional diffusion setting induces fractional partial differential equations involving the fractional derivatives with respect to the time and the space, respectively. Some closed-form solutions might be found via transform methods in some cases of applications, and numerical methods to solve fractional partial differential equations are being developed. This Special Issue focuses on empirical studies as well as option pricing. The empirical studies consist of multifractal analyses of stock market and volatility index. Multifractal analyses include cross-correlation multifractal analysis, multifractal detrended fluctuation analysis, and other fractional analyses. Meanwhile, option pricing focuses on the fractional Black-Scholes models and their variants, including the fuzzy fractional Black-Scholes model, uncertain fractional differential equation, and model with fractional-order feature.

Download or read book Artificial Intelligence and Soft Computing written by Leszek Rutkowski and published by Springer Nature. This book was released on 2023-01-23 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: The two-volume set LNAI 13588 and 13589 constitutes the refereed post-conference proceedings of the 21st International Conference on Artificial Intelligence and Soft Computing, ICAISC 2022, held in Zakopane, Poland, during June 19–23, 2022. The 69 revised full papers presented in these proceedings were carefully reviewed and selected from 161 submissions. The papers are organized in the following topical sections: Volume I: Neural networks and their applications; fuzzy systems and their applications; evolutionary algorithms and their applications; pattern classification; artificial intelligence in modeling and simulation. Volume II: Computer vision, image and speech analysis; data mining; various problems of artificial intelligence; bioinformatics, biometrics and medical applications.

Download or read book Fractal Control and Its Applications written by Shu Tang Liu and published by Springer Nature. This book was released on 2020-07-11 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book focuses on fractal control and applications in various fields. Fractal phenomena occur in nonlinear models, and since the behaviors depicted by fractals need to be controlled in practical applications, an understanding of fractal control is necessary. This book introduces readers to Julia set fractals and Mandelbrot set fractals in a range of models, such as physical systems, biological systems and SIRS models, and discusses controllers designed to control these fractals. Further, it demonstrates how the fractal dimension can be calculated in order to describe the complexity of various systems.Offering a comprehensive and systematic overview of the practical issues in fractal control, this book is a valuable resource for readers interested in practical solutions in fractal control. It will also appeal to researchers, engineers, and graduate students in fields of fractal control and applications, as well as chaos control and applications.

Download or read book The Oxford Handbook of Computational Economics and Finance written by Shu-Heng Chen and published by Oxford University Press. This book was released on 2018-01-12 with total page 785 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics. How these approaches are applied is examined in chapters on such subjects as trading robots and automated markets. The last part deals with the epistemology of simulation in its trinity form with the integration of simulation, computation, and dynamics. Distinctive is the focus on natural computationalism and the examination of the implications of intelligent machines for the future of computational economics and finance. Not merely individual robots, but whole integrated systems are extending their "immigration" to the world of Homo sapiens, or symbiogenesis.

Download or read book Fractal Market Analysis written by Edgar E. Peters and published by John Wiley & Sons. This book was released on 1994-02-08 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: A leading pioneer in the field offers practical applications of this innovative science. Peters describes complex concepts in an easy-to-follow manner for the non-mathematician. He uses fractals, rescaled range analysis and nonlinear dynamical models to explain behavior and understand price movements. These are specific tools employed by chaos scientists to map and measure physical and now, economic phenomena.

Download or read book Complexity in Economic and Social Systems written by Stanisław Drożdż and published by MDPI. This book was released on 2021-05-11 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: There is no term that better describes the essential features of human society than complexity. On various levels, from the decision-making processes of individuals, through to the interactions between individuals leading to the spontaneous formation of groups and social hierarchies, up to the collective, herding processes that reshape whole societies, all these features share the property of irreducibility, i.e., they require a holistic, multi-level approach formed by researchers from different disciplines. This Special Issue aims to collect research studies that, by exploiting the latest advances in physics, economics, complex networks, and data science, make a step towards understanding these economic and social systems. The majority of submissions are devoted to financial market analysis and modeling, including the stock and cryptocurrency markets in the COVID-19 pandemic, systemic risk quantification and control, wealth condensation, the innovation-related performance of companies, and more. Looking more at societies, there are papers that deal with regional development, land speculation, and the-fake news-fighting strategies, the issues which are of central interest in contemporary society. On top of this, one of the contributions proposes a new, improved complexity measure.

Download or read book Selected Papers from the 8th Annual Conference of Energy Economics and Management written by Leixun Yang and published by MDPI. This book was released on 2019-09-20 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection represents successful invited submissions from the papers presented at the 8th Annual Conference of Energy Economics and Management held in Beijing, China, 22–24 September 2017. With over 500 participants, the conference was co-hosted by the Management Science Department of National Natural Science Foundation of China, the Chinese Society of Energy Economics and Management, and Renmin University of China on the subject area of “Energy Transition of China: Opportunities and Challenges”. The major strategies to transform the energy system of China to a sustainable model include energy/economic structure adjustment, resource conservation, and technology innovation. Accordingly, the conference and its associated publications encourage research to address the major issues faced in supporting the energy transition of China. Papers published in this collection cover the broad spectrum of energy economics issues, including building energy efficiency, industrial energy demand, public policies to promote new energy technologies, power system control technology, emission reduction policies in energy-intensive industries, emission measurements of cities, energy price movement, and the impact of new energy vehicle.

Download or read book Advanced Models of Energy Forecasting written by Xun Zhang and published by Frontiers Media SA. This book was released on 2022-11-23 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book ISCS 2013 Interdisciplinary Symposium on Complex Systems written by Ali Sanayei and published by Springer Science & Business Media. This book was released on 2014-02-15 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book you hold in your hands is the outcome of the "ISCS 2013: Interdisciplinary Symposium on Complex Systems" held at the historical capital of Bohemia as a continuation of our series of symposia in the science of complex systems. Prague, one of the most beautiful European cities, has its own beautiful genius loci. Here, a great number of important discoveries were made and many important scientists spent fruitful and creative years to leave unforgettable traces. The perhaps most significant period was the time of Rudolf II who was a great supporter of the art and the science and attracted a great number of prominent minds to Prague. This trend would continue. Tycho Brahe, Niels Henrik Abel, Johannes Kepler, Bernard Bolzano, August Cauchy Christian Doppler, Ernst Mach, Albert Einstein and many others followed developing fundamental mathematical and physical theories or expanding them. Thus in the beginning of the 17th century, Kepler formulated here the first two of his three laws of planetary motion on the basis of Tycho Brahe’s observations. In the 19th century, nowhere differentiable continuous functions (of a fractal character) were constructed here by Bolzano along with a treatise on infinite sets, titled “Paradoxes of Infinity” (1851). Weierstrass would later publish a similar function in 1872. In 1842, Doppler as a professor of mathematics at the Technical University of Prague here first lectured about a physical effect to bear his name later. And the epoch-making physicist Albert Einstein – while being a chaired professor of theoretical physics at the German University of Prague – arrived at the decisive steps of his later finished theory of general relativity during the years 1911–1912. In Prague, also many famous philosophers and writers accomplished their works; for instance, playwright arel ape coined the word "robot" in Prague (“robot” comes from the Czech word “robota” which means “forced labor”).

Download or read book Mathematical Methods in Modern Complexity Science written by Dimitri Volchenkov and published by Springer Nature. This book was released on 2022-03-14 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent developments in nonlinear and complex systems. It provides recent theoretic developments and new techniques based on a nonlinear dynamical systems approach that can be used to model and understand complex behavior in nonlinear dynamical systems. It covers information theory, relativistic chaotic dynamics, data analysis, relativistic chaotic dynamics, solvability issues in integro-differential equations, and inverse problems for parabolic differential equations, synchronization and chaotic transient. Presents new concepts for understanding and modeling complex systems

Download or read book Multifractal Volatility written by Laurent E. Calvet and published by Academic Press. This book was released on 2008-10-13 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance. A large existing literature (e.g., Engle, 1982; Rossi, 1995) models volatility as an average of past shocks, possibly with a noise component. This approach often has difficulty capturing sharp discontinuities and large changes in financial volatility. Their research has shown the advantages of modelling volatility as subject to abrupt regime changes of heterogeneous durations. Using the intuition that some economic phenomena are long-lasting while others are more transient, they permit regimes to have varying degrees of persistence. By drawing on insights from the use of multifractals in the natural sciences and mathematics, they show how to construct high-dimensional regime-switching models that are easy to estimate, and substantially outperform some of the best traditional forecasting models such as GARCH. The goal of Multifractal Volatility is to popularize the approach by presenting these exciting new developments to a wider audience. They emphasize both theoretical and empirical applications, beginning with a style that is easily accessible and intuitive in early chapters, and extending to the most rigorous continuous-time and equilibrium pricing formulations in final chapters. Presents a powerful new technique for forecasting volatility Leads the reader intuitively from existing volatility techniques to the frontier of research in this field by top scholars at major universities The first comprehensive book on multifractal techniques in finance, a cutting-edge field of research

Download or read book Research on Volatility and Contagion Effect in Stock Market written by Dexiang Mei and published by Scientific Research Publishing, Inc. USA. This book was released on 2020-12-06 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volatility has been one of the cores of the financial theory research, in addition to the stock markets is an important part of modern financial markets. Research on volatility and contagion effect in stock market is an important part of the theory of financial markets research. This book in-cludes the following four parts.

Download or read book The 2013 International Conference on Management and Information Technology written by Alice Peng and published by DEStech Publications, Inc. This book was released on 2013-11-20 with total page 916 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aims of CMIT2013 are to provide a platform for researchers, educators, engineers, and government officials involved in the general areas of management and Information Technology to disseminate their latest research results and exchange views on the fu ture research directions of these fields, to exchange management and information technology and integrate of their practice, application of the academic ideas, improve the academic depth of information technology and its application, provide an internation al communication platform for educational technology and scientific research for the world's universities, business intelligence engineering field experts, professionals, and business executives. The CMIT 2013 tends to collect the latest research results an d applications on management and information technology . It includes a selection of 125 papers from 781 papers submitted to the conference from universities and industries all over the world. All of accepted papers were subjected to strict peerreviewing b y two to four expert referees. The papers have been selected for this volume because of quality and the relevance to the conference. The conference is designed to stimulate the young minds including Research Scholars, Academicians, and Practitioners to co ntribute their ideas, thoughts and nobility in these two disciplines.

Download or read book Fractal Signatures in the Dynamics of an Epidemiology written by Santo Banerjee and published by CRC Press. This book was released on 2023-12-01 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: The recent Covid-19 pandemic threw the world into complete chaos with its rapid and devastating spread. Scientists are still trying to obtain a better understanding of the patterns of COVID-19 and trying to get a deeper understanding of mutant strains and their pathogenicity by performing genomic sequences of more samples. Fractal-based analysis provides its unique forecasting policy to reduce the spread of COVID-19, and in general, of any outbreaks. The book presents fractal and multifractal models of COVID-19 and reviews the impact of the pandemic including epidemiology, genome organization, transmission cycle, and control strategies based on mathematical models towards developing an immune intervention. Also, it covers non-clinical aspects such as economic development with graphical illustrations, meeting the needs of onlookers outside the sector who desire additional information on the epidemic. The fractal signatures describe the fractal textures in the patterns of Corona virus. Studies on the epidemiology of Covid-19 in relation with the fractals and fractal functions serve to exhibit its irregular chaotic nature. Moreover, the book with its wide coverage on the Hurst exponent analysis and the fractal dimension estimation, greatly aids in measuring the epidemiology.

Download or read book Financial Statistics and Data Analytics written by Shuangzhe Li and published by MDPI. This book was released on 2021-03-02 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern financial management is largely about risk management, which is increasingly data-driven. The problem is how to extract information from the data overload. It is here that advanced statistical and machine learning techniques can help. Accordingly, finance, statistics, and data analytics go hand in hand. The purpose of this book is to bring the state-of-art research in these three areas to the fore and especially research that juxtaposes these three.