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Stock volatility as an anomalous diffusion process
Published 2024-12-01“…Our model computes the diffusion exponent of a financial time series to measure its volatility and it categorizes market movements into five diffusion models: annealed transit time motion (ATTM), continuous time random walk (CTRW), fractional Brownian motion (FBM), Lévy walk (LW), and scaled Brownian motion (SBM).Our findings suggest that the diffusion exponent derived from anomalous diffusion processes provides insightful and novel perspectives on stock market volatility. …”
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Experimental study on modal analysis and vibration response of tunnel structures under different damage conditions due to subway train loads
Published 2025-01-01“…Abstract Based on a prototype of the Beijing subway tunnel, this research conducts large-scale model experiments to systematically investigate the vibration response patterns of tunnels with different damage levels under the influence of measured train loads. Initially, the polynomial fitting modal identification method (Levy) and the model test preparation process are introduced. …”
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Crise global e a necropolítica do governo Bolsonaro em tempos de pandemia
Published 2020-01-01“…The economic measures taken by the Bolsonaro government to minimize the impact of Coronavirus on the routine of companies and people lives showed the darkest facet of Brazilian neoliberalism, that is, of Brazilian necroliberalism in this pandemic: the workforce that no (more) produces value will be discarded. …”
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Modeling Temperature and Pricing Weather Derivatives Based on Temperature
Published 2017-01-01“…The model is designed as a mean-reverting process driven by a Levy process to represent jumps and other features of temperature. …”
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Advanced machine learning approach with dynamic kernel weighting for accurate electrical load forecasting
Published 2025-01-01“…Next, we compare these predictions’ performance measures, which has demonstrated the ability to generate highly ranked accuracy metrics.…”
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Risk and Prevention of Meningococcal Disease among Education Workers: A Review
Published 2004-01-01Get full text
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The intellectual paradigm and scientific mapping of brand image in International Researches
Published 2025-02-01“…Companies should identify the factors that influence the improvement of the mental image, strengthen the strengths, and remove the limitations. These measures improve communication with customers and increase brand appeal. …”
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Lithuanian Agriculture during the Nazis Occuption
Published 2000-12-01“…The Nazis issued a lot of orders implying various obligatory deliveries of agricultural produce levied on the Lithuanian farmers. The quota of obligatory deliveries levied on Lithuania constituted the important part of gross agricultural output of Lithuania. …”
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Protocol for identifying Mycobacterium tuberculosis infection status through airway microbiome profiling
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Prevalence of congenital color vision deficiency (CCVD) among drivers in United Arab Emirates (UAE)
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