Multifractal Theory of Motion PDF Download

Author: Maricel Agop
Publisher: Springer Nature
ISBN: 9819764106
Category :
Languages : en
Pages : 167

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Author: Laurent E. Calvet
Publisher: Academic Press
ISBN: 0080559964
Category : Business & Economics
Languages : en
Pages : 273

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Book Description
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

Author: Alina Gavriluţ
Publisher: Springer Nature
ISBN: 3030295931
Category : Mathematics
Languages : en
Pages : 187

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This book presents an exhaustive study of atomicity from a mathematics perspective in the framework of multi-valued non-additive measure theory. Applications to quantum physics and, more generally, to the fractal theory of the motion, are highlighted. The study details the atomicity problem through key concepts, such as the atom/pseudoatom, atomic/nonatomic measures, and different types of non-additive set-valued multifunctions. Additionally, applications of these concepts are brought to light in the study of the dynamics of complex systems. The first chapter prepares the basics for the next chapters. In the last chapter, applications of atomicity in quantum physics are developed and new concepts, such as the fractal atom are introduced. The mathematical perspective is presented first and the discussion moves on to connect measure theory and quantum physics through quantum measure theory. New avenues of research, such as fractal/multifractal measure theory with potential applications in life sciences, are opened.

Author: Stefan Andrei Irimiciuc
Publisher: World Scientific
ISBN: 9811270686
Category : Science
Languages : en
Pages : 233

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Fourteen years after the first proposal of a fractal theoretical model to understand the dynamics of laser produced plasma, a complete image of the model is projected on a wide range of empirical data related to laser produced plasmas.The book tackles the two sides of laser produced plasmas with experimental data on a wide range of materials, from metallic alloys to geological samples and the associated mathematical model is developed in the multifractal theory of motion. A new perspective is explored in analyzing and interpreting the data collected by electrical or optical methods, focusing especially on the charged particles dynamics and the nature of fractal fluctuations and their influence during measurements as well as to the scattering process and plasma splitting phenomena, all seen through the lens of multifractal physics.The book offers the best presentation of the multifractal theoretical model for the study of transient phenomena in laser produced plasmas, which focus leads to a balanced development of the model showcasing both the flexibility and the unique vision of a multifractal mathematical apparatus.

Author: David Harte
Publisher: CRC Press
ISBN: 1420036009
Category : Mathematics
Languages : en
Pages : 263

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Book Description
Although multifractals are rooted in probability, much of the related literature comes from the physics and mathematics arena. Multifractals: Theory and Applications pulls together ideas from both these areas using a language that makes them accessible and useful to statistical scientists. It provides a framework, in particular, for the evaluation

Author: Hemen Dutta
Publisher: Elsevier
ISBN: 0323995586
Category : Medical
Languages : en
Pages : 392

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Book Description
Advances in Epidemiological Modeling and Control of Viruses covers recent and advanced research works in the field of epidemiological modeling, with special emphasis on new strategies to control the occurrence and reoccurrence of viruses. The models included in this book can be used to study the dynamics of different viruses, searching for control measures, and epidemic models under various effects and environments. This book covers different models and methods of modeling, including data-driven approaches. The authors and editors are experienced researchers, and each chapter has been designed to provide readers with leading-edge information on topics discussed. - Includes models to describe global and local dynamics of various viruses - Provides readers with control strategies for occurrence and reoccurrence of viruses - Includes epidemic models under various effects and environments - Provides readers with a robust set of mathematical tools and techniques for epidemiological modeling

Author: Martin Oberlack
Publisher: Springer
ISBN: 3709125642
Category : Science
Languages : en
Pages : 377

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Book Description
The term "turbulence” is used for a large variety of dynamical phenomena of fluids in motion whenever the details of the flow appear to be random and average properties are of primary interest. Just as wide ranging are the theoretical methods that have been applied towards a better understanding of fluid turbulence. In this book a number of these methods are described and applied to a broad range of problems from the transition to turbulence to asymptotic turbulence when the inertial part of the spectrum is fully developed. Statistical as well as nonstatistical treatments are presented, but a complete coverage of the subject is not attempted. The book will be of interest to scientists and engineers who wish to familiarize themselves with modern developments in theories of turbulence. The fact that the properties of turbulent fluid flow are addressed from very different points of view makes this volume rather unique among presently available books on turbulence.

Author: Shaun Lovejoy
Publisher: Cambridge University Press
ISBN: 1107018986
Category : Nature
Languages : en
Pages : 509

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Book Description
A new method of modeling the atmosphere, synthesizing data analysis techniques and multifractal statistics, for atmospheric researchers and graduate students.

Author: Hemen Dutta
Publisher: American Mathematical Society
ISBN: 1470469650
Category : Mathematics
Languages : en
Pages : 174

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Book Description
This volume is a collection of chapters that present key ideas and theories, as well as their rigorous applications, required for the development of mathematical models in areas such as travelling waves, epidemiology, the chemotaxis system, atrial fibrillation, and vortex nerve complexes. The techniques, methodologies and approaches adopted in this book have relevance in several other fields including physics, biology, and sociology. Each chapter should also assist readers in comfortably comprehending the related and underlying ideas. The companion volume (Contemporary Mathematics, Volume 786) is devoted to principle and theory.

Author: Shu-Heng Chen
Publisher: Oxford University Press
ISBN: 0190877502
Category : Business & Economics
Languages : en
Pages : 785

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Book Description
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.