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Related papers: Self-Excited Multifractal Dynamics

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We propose a new physically-based ``multifractal stress activation'' model of earthquake interaction and triggering based on two simple ingredients: (i) a seismic rupture results from activated processes giving an exponential dependence on…

Statistical Mechanics · Physics 2007-05-23 G. Ouillon , D. Sornette

Scaling temporal dynamics in functional MRI (fMRI) signals have been evidenced for a decade as intrinsic characteristics of ongoing brain activity (Zarahn et al., 1997). Recently, scaling properties were shown to fluctuate across brain…

Statistics Theory · Mathematics 2013-08-21 P. Ciuciu , G. Varoquaux , P. Abry , S. Sadaghiani , A. Kleinschmidt

The Extended Theory of Finite Fermi Systems(ETFFS) describes nuclear excitations considering phonons and pairing degrees of freedom, using experimental single particle energies and the effective Landau-Migdal interaction. Here we use the…

Nuclear Theory · Physics 2010-11-04 A. Avdeenkov , F. Gruemmer , S. Kamerdzhiev , S. Krewald , N. Lyutorovich , J. Speth

Deep learning-based surface electromyography (sEMG) gesture recognition is frequently bottlenecked by data scarcity and limited subject diversity. While synthetic data generation via Generative Adversarial Networks (GANs) and diffusion…

Human-Computer Interaction · Computer Science 2026-04-16 Boxuan Jiang , Chenyun Dai , Can Han

It has been recently observed that synthetic materials subjected to an external elastic stress give rise to scaling phenomena in the acoustic emission signal. Motivated by this experimental finding we develop a mesoscopic model in order to…

Materials Science · Physics 2008-02-03 Stefano Zapperi , Alessandro Vespignani , H. Eugene Stanley

Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking…

Statistical Finance · Quantitative Finance 2022-08-23 Zhi-Qiang Jiang , Wen-Jie Xie , Wei-Xing Zhou , Didier Sornette

In this paper, we study a class of self-exciting point processes. The intensity of the point process has a nonlinear dependence on the past history and time. When a new jump occurs, the intensity increases and we expect more jumps to come.…

Probability · Mathematics 2014-12-12 Tzu-Wei Yang , Lingjiong Zhu

Increasing evidence suggests that active matter exhibits instances of mixed symmetry that cannot be fully described by either polar or nematic formalism. Here, we introduce a minimal model that integrates self-propulsion into the active…

Soft Condensed Matter · Physics 2025-09-03 Niels de Graaf Sousa , Simon Guldager Andersen , Aleksandra Ardaševa , Amin Doostmohammadi

In this work, we introduce a time memory formalism in poroelasticity model that couples the pressure and displacement. We assume this multiphysics process occurs in multicontinuum media. The mathematical model contains a coupled system of…

Numerical Analysis · Mathematics 2022-01-20 Aleksei Tyrylgin , Maria Vasilyeva , Anatoly Alikhanov , Dongwoo Sheen

The aim of this study was to check how efficient can be smoothed finite element method (FEM) for solution of the linear fracture mechanics problems. Accuracy of stress intensity factor (SIF) computation were investigated using three types…

Computational Engineering, Finance, and Science · Computer Science 2019-03-28 I. V. Rokach

Strong semantic representations improve the convergence and generation quality of diffusion and flow models. Existing approaches largely rely on external models, which require separate training, operate on misaligned objectives, and exhibit…

Computer Vision and Pattern Recognition · Computer Science 2026-03-09 Hila Chefer , Patrick Esser , Dominik Lorenz , Dustin Podell , Vikash Raja , Vinh Tong , Antonio Torralba , Robin Rombach

We propose a model of fractal point process driven by the nonlinear stochastic differential equation. The model is adjusted to the empirical data of trading activity in financial markets. This reproduces the probability distribution…

Physics and Society · Physics 2009-11-13 V. Gontis , B. Kaulakys

We propose a new parametrization for the estimation and identification of the impulse-response functions (IRFs) of dynamic factor models (DFMs). The theoretical contribution of this paper concerns the problem of observational equivalence…

Econometrics · Economics 2022-02-23 Juho Koistinen , Bernd Funovits

The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the…

Statistical Mechanics · Physics 2011-07-28 Florian Angeletti , Marc Mézard , Eric Bertin , Patrice Abry

Upon excitation by a laser pulse, broken-symmetry phases of a wide variety of solids demonstrate similar order parameter dynamics characterized by a dramatic slowing down of relaxation for stronger pump fluences. Motivated by this recurrent…

Other Condensed Matter · Physics 2020-05-13 Pavel E. Dolgirev , Marios H. Michael , Alfred Zong , Nuh Gedik , Eugene Demler

The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves…

Statistical Finance · Quantitative Finance 2018-09-25 Stanisław Drożdż , Rafał Kowalski , Paweł Oświȩcimka , Rafał Rak , Robert Gȩbarowski

There is more and more empirical evidence that multifractality constitutes another and perhaps the most significant financial stylized fact. A realistic model of the financial dynamics should therefore incorporate this effect. The most…

Physics and Society · Physics 2008-12-02 P. Oswiecimka , J. Kwapien , S. Drozdz , A. Z. Gorski , R. Rak

The Expectation Maximization (EM) algorithm is the default algorithm for inference in latent variable models. As in any other field of machine learning, applications of latent variable models to very large datasets make the use of advanced…

Optimization and Control · Mathematics 2021-11-11 Aymeric Dieuleveut , Gersende Fort , Eric Moulines , Geneviève Robin

We propose a mathematical framework for the study of a family of random fields--called forward performances--which arise as numerical representation of certain rational preference relations in mathematical finance. Their spatial structure…

Computational Finance · Quantitative Finance 2009-12-10 Gordan Žitković

Electrophysiological brain signals, such as electroencephalography (EEG), exhibit both periodic and aperiodic components, with the latter often modeled as 1/f noise and considered critical to cognitive and neurological processes. Although…

Neurons and Cognition · Quantitative Biology 2025-05-27 Yuhao Sun , Zhiyuan Ma , Xinke Shen , Jinhao Li , Guan Wang , Sen Song
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