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A new space-time model for volatility clustering in the financial market
space-time model volatility clustering financial market
2010/4/27
A new space-time model for interacting agents on the financial market is presented. It is a combination of the Curie-Weiss model and a space-time model introduced by J\"arpe 2005. Properties of the mo...
Fast detection of nonlinearity in short and noisy time series
nonlinearity nonstationarity time series
2010/4/1
We introduce a statistical method to detect nonlinearity and nonstationarity in time series, that works even for short sequences and in presence of noise. We test speed and discrimination power of the...
Positive Solutions for Eigenvalue Problem with Time Scales
time scales positive solution eigenvalues fixed points
2012/9/28
By exploring the values of the eigenvalue ル , this paper deals with the existence and nonexistence of positive solution for the following three-point boundary value problem with time scales: () () (, ...
Tangent Lines of Generalized Regular Curves Parametrized by Time Scales
Time scale delta derivative generalized regular curve tangent line
2010/3/1
In this paper a generalization of the notion of regular curve is introduced. For such curves the concept of tangent line is investigated.
On some Bounds for the Solutions of the Semi-Discretized Time-Dependent Ginzburg-Landau Equations
Semi-Discretized Time-Dependent Ginzburg-Landau Equations Bounds
2010/3/5
We study the two-dimensional system of Time-Dependent Ginzburg-Landau Equations (TDGL) for modeling a thin film of superconductor subject to a uniform magnetic field. We discretize the TDGL for the sp...