Related papers: COGARCH: Symbol, Generator and Characteristics
In this paper, we briefly discuss the dynamic and functional approach to computer symbolic tensor analysis. The ccgrg package for Wolfram Language/Mathematica is used to illustrate this approach. Some examples of applications are attached.
We introduce a new kind of symbol in the framework of It\^o processes which are bounded on one side. The connection between this symbol and the infinitesimal generator is analyzed. Based on this concept, an integral criterion for invariant…
Modeling processes are the activities of capturing and representing processes and control of their dynamic behavior. Desired features of the model include capture of relevant aspects of a real phenomenon, understandability, and completeness…
As dynamic and control systems become more complex, relying purely on numerical computations for systems analysis and design might become extremely expensive or totally infeasible. Computer algebra can act as an enabler for analysis and…
We have developed a Prolog visualization system that is intended to support Prolog programming education. The system uses Logichart diagrams to visualize Prolog programs. The Logichart diagram is designed to visualize the Prolog execution…
Symbolic regression is the task of identifying a mathematical expression that best fits a provided dataset of input and output values. Due to the richness of the space of mathematical expressions, symbolic regression is generally a…
These course notes are about computing modular forms and some of their arithmetic properties. Their aim is to explain and prove the modular symbols algorithm in as elementary and as explicit terms as possible, and to enable the devoted…
The construction of business process models has become an important requisite in the analysis and optimization of processes. The success of the analysis and optimization efforts heavily depends on the quality of the models. Therefore, a…
We present strategic portgraph rewriting as a basis for the implementation of visual modelling and analysis tools. The goal is to facilitate the specification, analysis and simulation of complex systems, using port graphs. A system is…
Drawing and visualisation of molecular structures are some of the most common tasks carried out in structural glycobiology, typically using various software. In this perspective article, we outline developments in the computational tools…
We construct fractionally integrated continuous-time GARCH models, which capture the observed long range dependence of squared volatility in high-frequency data. Since the usual Molchan-Golosov and Mandelbrot-van-Ness fractional kernels…
In this paper we show how to simulate and estimate a COGARCH(p,q) model in the R package yuima. Several routines for simulation and estimation are available. Indeed for the generation of a COGARCH(p,q) trajectory, the user can choose…
Information technology system (ITS), informally, consists of hardware and software infrastructure (e.g., workstations, servers, laptops, installed software packages, databases, LANs, firewalls, etc.), along with physical and logical…
For the multivariate COGARCH process, we obtain explicit expressions for the second-order structure of the "squared returns" process observed on an equidistant grid. Based on this, we present a generalized method of moments estimator for…
The present paper aims to demonstrate the usage of Convolutional Neural Networks as a generative model for stochastic processes, enabling researchers from a wide range of fields (such as quantitative finance and physics) to develop a…
The problem of evaluating heat invariants can be computerized. Geometric symbol calculus of pseudodifferential operators is the main tool of such computerization.
We present a methodology to characterize synchronization in time series based on symbolic representations. A symbol is linked to a sequence of numbers through the rank-order of its values. A representation of a time series results after…
Matrix Graph Grammars (MGG) is a novel approach to the study of graph dynamics ([15]). In the present contribution we look at MGG as a formal grammar and as a model of computation, which is a necessary step in the more ambitious program of…
Code generation is regarded as an essential part of model-driven development (MDD) to systematically transform the abstract models to concrete code. One current challenges of templatebased code generation is that output-specific…
We study the modeling and prediction of dynamical systems based on conventional models derived from measurements. Such algorithms are highly desirable in situations where the underlying dynamics are hard to model from physical principles or…