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We demonstrate the application of an algorithmic trading strategy based upon the recently developed dynamic mode decomposition (DMD) on portfolios of financial data. The method is capable of characterizing complex dynamical systems, in this…

Computational Finance · Quantitative Finance 2015-08-20 Jordan Mann , J. Nathan Kutz

The difference-of-convex algorithm (DCA) and its variants are the most popular methods to solve the difference-of-convex optimization problem. Each iteration of them is reduced to a convex optimization problem, which generally needs to be…

Optimization and Control · Mathematics 2025-05-19 Songnian He , Qiao-Li Dong , Michael Th. Rassias

Multispectral oriented object detection faces challenges due to both inter-modal and intra-modal discrepancies. Recent studies often rely on transformer-based models to address these issues and achieve cross-modal fusion detection. However,…

Computer Vision and Pattern Recognition · Computer Science 2024-07-12 Minghang Zhou , Tianyu Li , Chaofan Qiao , Dongyu Xie , Guoqing Wang , Ningjuan Ruan , Lin Mei , Yang Yang

Long-range temporal and spatial correlations have been reported in a remarkable number of studies. In particular power-law scaling in neural activity raised considerable interest. We here provide a straightforward algorithm not only to…

Quantitative Methods · Quantitative Biology 2015-12-09 Robert Ton , Andreas Daffertshofer

In this study, a fast multipole method (FMM) is used to decrease the computational time of a fully-coupled poroelastic hydraulic fracture model with a controllable effect on its accuracy. The hydraulic fracture model is based on the…

Numerical Analysis · Computer Science 2019-10-23 Ali Rezaei , Fahd Siddiqui , Giorgio Bornia , Mohamed Y. Soliman

Multi-scale deformable attention (MSDeformAttn) has emerged as a key mechanism in various vision tasks, demonstrating explicit superiority attributed to multi-scale grid-sampling. However, this newly introduced operator incurs irregular…

Hardware Architecture · Computer Science 2024-03-19 Yansong Xu , Dongxu Lyu , Zhenyu Li , Zilong Wang , Yuzhou Chen , Gang Wang , Zhican Wang , Haomin Li , Guanghui He

Small scale fading makes the wireless channel gain vary significantly over small distances and in the context of classical communication systems it can be detrimental to performance. But in the context of mobile robot (MR) wireless…

Robotics · Computer Science 2018-05-22 Daniel Bonilla Licea , Des McLernon , Mounir Ghogho , Edmond Nurellari , Syed Ali Raza Zaidiz

Autoregressive processes (AR) have typical short-range memory. Detrended Fluctuation Analysis (DFA) was basically designed to reveal long range correlation in non stationary processes. However DFA can also be regarded as a suitable method…

Biological Physics · Physics 2007-07-11 V. V. Morariu , L. Buimaga-Iarinca , C. Vamos , S. Soltuz

Operational forecasting centers are investing in decadal (1-10 year) forecast systems to support long-term decision making for a more climate-resilient society. One method that has previously been employed is the Dynamic Mode Decomposition…

Machine Learning · Computer Science 2021-06-22 Eduardo Rodrigues , Bianca Zadrozny , Campbell Watson , David Gold

Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-law correlation exponents in noisy signals. Many noisy signals in real systems display trends, so that the scaling results obtained from the…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Kun Hu , Plamen Ch. Ivanov , Zhi Chen , Pedro Carpena , H. Eugene Stanley

The characterization and monitoring of buildings is an issue that has attracted the interest of many sectors over the last two decades. With the increasing use of permanent, continuous and real-time networks, ambient vibrations can provide…

Dynamic mode decomposition (DMD) has proven to be a valuable tool for the analysis of complex flow-fields but the application of this technique to flows with moving boundaries is not straightforward. This is due to the difficulty in…

Fluid Dynamics · Physics 2020-07-28 Karthik Menon , Rajat Mittal

Method for detection and visualization of trends, periodicities, local peculiarities in measurement series (dL-method) based on DFA technology (Detrended fluctuation analysis) is proposed. The essence of the method lies in reflecting the…

Applications · Statistics 2009-03-20 D. V. Lande , A. A. Snarskii

Dynamic Mode Decomposition (DMD) is a numerical method that seeks to fit timeseries data to a linear dynamical system. In doing so, DMD decomposes dynamic data into spatially coherent modes that evolve in time according to exponential…

Computer Vision and Pattern Recognition · Computer Science 2026-02-26 Marco Mignacca , Simone Brugiapaglia , Jason J. Bramburger

Financial time series prediction, a growing research topic, has attracted considerable interest from scholars, and several approaches have been developed. Among them, decomposition-based methods have achieved promising results. Most…

Statistical Finance · Quantitative Finance 2023-01-02 Hamid Nasiri , Mohammad Mehdi Ebadzadeh

Rank-Ordered Multifractal Analysis (ROMA), a recently developed technique that combines the ideas of parametric rank ordering and one parameter scaling of monofractals, has the capabilities of deciphering the multifractal characteristics of…

Earth and Planetary Astrophysics · Physics 2014-11-20 Sunny W. Y. Tam , Tom Chang , Paul M. Kintner , Eric M. Klatt

Object detection is one of the most significant aspects of computer vision, and it has achieved substantial results in a variety of domains. It is worth noting that there are few studies focusing on slender object detection. CNNs are widely…

Computer Vision and Pattern Recognition · Computer Science 2022-04-25 Wen Feng , Wang Mei , Hu Xiaojie

Event cameras have the ability to record continuous and detailed trajectories of objects with high temporal resolution, thereby providing intuitive motion cues for optical flow estimation. Nevertheless, most existing learning-based…

Computer Vision and Pattern Recognition · Computer Science 2023-08-22 Haotian Liu , Guang Chen , Sanqing Qu , Yanping Zhang , Zhijun Li , Alois Knoll , Changjun Jiang

Dynamic Mode Decomposition (DMD) is a popular data-driven analysis technique used to decompose complex, nonlinear systems into a set of modes, revealing underlying patterns and dynamics through spectral analysis. This review presents a…

Dynamical Systems · Mathematics 2023-12-22 Matthew J. Colbrook

Complex networks have attracted growing attention in many fields. As a generalization of fractal analysis, multifractal analysis (MFA) is a useful way to systematically describe the spatial heterogeneity of both theoretical and experimental…

Physics and Society · Physics 2016-02-18 Yu-Qin Song , Jin-Long Liu , Zu-Guo Yu , Bao-Gen Li