Related papers: Self-similar approach to market analysis
Understanding the rules underlying organismal development is a major unsolved problem in biology. Each cell in a developing organism responds to signals in its local environment by dividing, excreting, consuming, or reorganizing, yet how…
An approach to the classification problem of machine learning, based on building local classification rules, is developed. The local rules are considered as projections of the global classification rules to the event we want to classify. A…
Network equilibrium models represent a versatile tool for the analysis of interconnected objects and their relationships. They have been widely employed in both science and engineering to study the behavior of complex systems under various…
This paper develops a unified framework in which economic dynamics is treated as evolutionary process analogous to those studied in natural sciences, including physics. Using methods from gauge field theory and plasticity, we show that the…
Although machine learning tasks are highly sensitive to the quality of input data, relevant datasets can often be challenging for firms to acquire, especially when held privately by a variety of owners. For instance, if these owners are…
The sustainability conditions for the market participants with a different ownership model were also determined. It was revealed, that the nonlinear form of the equations describing the market behavior with the prevailing private capital,…
Most finance studies are discussed on the basis of several hypotheses, for example, investors rationally optimize their investment strategies. However, the hypotheses themselves are sometimes criticized. Market impacts, where trades of…
The problem is analyzed of extrapolating power series, derived for an asymptotically small variable, to the region of finite values of this variable. The consideration is based on the self-similar approximation theory. A new method is…
The law of proportionate growth simply states that the time dependent change of a quantity $x$ is proportional to $x$. Its applicability to a wide range of dynamic phenomena is based on various assumptions for the proportionality factor,…
This paper describes work carried out on a model for the evolution of graph classes in complex objects. By defining evolution rules and propagation strategies on graph classes, we aim to define a user-definable means to manage data…
The problem of error growth due to the incomplete knowledge of the evolution law which rules the dynamics of a given physical system is addressed. Major interest is devoted to the analysis of error amplification in systems with many…
A method is presented that, when used in conjunction with single molecule experimental techniques, allows for the extraction of rates and mechanical properties of a biomolecule undergoing transitions between mechanically distinct states.…
We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…
Time-series anomaly detection is a popular topic in both academia and industrial fields. Many companies need to monitor thousands of temporal signals for their applications and services and require instant feedback and alerts for potential…
Why can the world resist the law of entropy increase and produce self-organizing structure? Does the entropy of an isolated system always only increase and never decrease? Can be thermodymamic degradation and self-organizing evolution…
An artificial stock market is established based on multi-agent . Each agent has a limit memory of the history of stock price, and will choose an action according to his memory and trading strategy. The trading strategy of each agent evolves…
The continued digitization of societal processes translates into a proliferation of time series data that cover applications such as fraud detection, intrusion detection, and energy management, where anomaly detection is often essential to…
Cooperative behavior in real social dilemmas is often perceived as a phenomenon emerging from norms and punishment. To overcome this paradigm, we highlight the interplay between the influence of social networks on individuals, and the…
Price movements of stock market are not totally random. In fact, what drives the financial market and what pattern financial time series follows have long been the interest that attracts economists, mathematicians and most recently computer…
Mathematical models play an increasingly important role in the interpretation of biological experiments. Studies often present a model that generates the observations, connecting hypothesized process to an observed pattern. Such generative…