Multifractal Detrended Analysis Method And Its Application In Financial Markets
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Author | : Guangxi Cao |
Publisher | : Springer |
Total Pages | : 258 |
Release | : 2018-02-18 |
Genre | : Business & Economics |
ISBN | : 9811079161 |
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.
Author | : Anupam Biswas |
Publisher | : Springer Nature |
Total Pages | : 446 |
Release | : 2023-01-01 |
Genre | : Technology & Engineering |
ISBN | : 3031184440 |
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.
Author | : Leszek Rutkowski |
Publisher | : Springer Nature |
Total Pages | : 449 |
Release | : 2023-01-23 |
Genre | : Computers |
ISBN | : 3031234928 |
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.
Author | : Edgar E. Peters |
Publisher | : John Wiley & Sons |
Total Pages | : 352 |
Release | : 1994-02-08 |
Genre | : Business & Economics |
ISBN | : 9780471585244 |
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.
Author | : Shu Tang Liu |
Publisher | : Springer Nature |
Total Pages | : 364 |
Release | : 2020-07-11 |
Genre | : Technology & Engineering |
ISBN | : 9811554595 |
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.
Author | : Stanisław Drożdż |
Publisher | : MDPI |
Total Pages | : 534 |
Release | : 2021-05-11 |
Genre | : Business & Economics |
ISBN | : 3036507949 |
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.
Author | : Leixun Yang |
Publisher | : MDPI |
Total Pages | : 162 |
Release | : 2019-09-20 |
Genre | : Social Science |
ISBN | : 3039214578 |
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.
Author | : Xun Zhang |
Publisher | : Frontiers Media SA |
Total Pages | : 200 |
Release | : 2022-11-23 |
Genre | : Technology & Engineering |
ISBN | : 283250681X |
Author | : Ali Sanayei |
Publisher | : Springer Science & Business Media |
Total Pages | : 384 |
Release | : 2014-02-15 |
Genre | : Technology & Engineering |
ISBN | : 3642454380 |
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”).
Author | : Dimitri Volchenkov |
Publisher | : Springer Nature |
Total Pages | : 202 |
Release | : 2022-03-14 |
Genre | : Science |
ISBN | : 3030794121 |
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