中文
相关论文

相关论文: Long and Short Memory in Economics: Fractional-Ord…

200 篇论文

The origin of the long-range memory in the non-equilibrium systems is still an open problem as the phenomenon can be reproduced using models based on Markov processes. In these cases a notion of spurious memory is introduced. A good example…

统计金融 · 定量金融 2017-08-01 Vygintas Gontis , Aleksejus Kononovicius

Both SRAM and DRAM have stopped scaling: there is no technical roadmap to reduce their cost (per byte/GB). As a result, memory now dominates system cost. This paper argues for a paradigm shift from today's simple memory hierarchy toward…

In the current work we build a difference analog of the Caputo fractional derivative with generalized memory kernel ($_\lambda$L2-1$_\sigma$ formula). The fundamental features of this difference operator are studied and on its ground some…

数值分析 · 数学 2021-08-25 Aslanbek Khibiev , Anatoly Alikhanov , Chengming Huang

Fractional diffusion equations for three-dimensional lattice models based on fractional-order differences of the Grunwald-Letnikov type are suggested. These lattice fractional diffusion equations contain difference operators that describe…

统计力学 · 物理学 2015-03-13 Vasily E. Tarasov

We prove a useful formula and new properties for the recently introduced power fractional calculus with non-local and non-singular kernels. In particular, we prove a new version of Gronwall's inequality involving the power fractional…

数值分析 · 数学 2023-12-04 Hanaa Zitane , Delfim F. M. Torres

A family of models of individual discrete choice are constructed by means of statistical averaging of choices made by a subject in a reinforcement learning process, where the subject has short, k-term memory span. The choice probabilities…

计量经济学 · 经济学 2019-08-20 Misha Perepelitsa

Anomalous relaxation and diffusion processes have been widely characterized by fractional derivative models, where the definition of the fractional-order derivative remains a historical debate due to the singular memory kernel that…

统计力学 · 物理学 2016-06-17 HongGuang Sun , Xiaoxiao Hao , Yong Zhang , Dumitru Baleanu

We consider the effects of long-range temporal correlations in many-particle systems, focusing particularly on fluctuations about the typical behaviour. For a specific class of memory dependence we discuss the modification of the large…

统计力学 · 物理学 2015-12-24 Rosemary J. Harris

Brain oscillations are believed to be involved in the different operations necessary to manipulate information during working memory tasks. We propose a modular variant of the Lisman-Idiart model for short-term memory, where theta, alpha…

神经元与认知 · 定量生物学 2021-03-30 Gustavo Soroka , Marco Idiart

In this article, we study the continuous and discrete fractional persistence problem which looks for the persistence of properties of a given classical ($\alpha=1$) differential equation in the fractional case (here using fractional…

数值分析 · 数学 2016-10-12 Jacky Cresson , Anna Szafrańska

In this paper diffusion processes with changing modes are studied involving the variable order partial differential equations. We prove the existence and uniqueness theorem of a solution of the Cauchy problem for fractional variable order…

数学物理 · 物理学 2009-03-17 Sabir Umarov , Stanly Steinberg

In this article, we proposed new discrete maps with memory (DMM). These maps are derived from fractional differential equations (FDE) with the Hilfer fractional derivatives of non-integer orders and periodic sequence of kicks. The suggested…

混沌动力学 · 物理学 2025-09-22 Vasily E. Tarasov

Large reasoning models (LRMs) achieve strong accuracy through test-time scaling, generating longer chains of thought or sampling multiple solutions, but at steep costs in tokens and latency. We argue that memory is a core ingredient for…

多智能体系统 · 计算机科学 2026-03-04 Daivik Patel , Shrenik Patel

There are a few different ways to extend regular nonlinear dynamical systems by introducing power-law memory or considering fractional differential/difference equations instead of integer ones. This extension allows the introduction of…

混沌动力学 · 物理学 2017-09-04 Mark Edelman

Sequence memory is an essential attribute of natural and artificial intelligence that enables agents to encode, store, and retrieve complex sequences of stimuli and actions. Computational models of sequence memory have been proposed where…

神经与进化计算 · 计算机科学 2023-11-06 Hamza Tahir Chaudhry , Jacob A. Zavatone-Veth , Dmitry Krotov , Cengiz Pehlevan

It is a challenging task to identify the best possible models based on given empirical data of observed time series. Though the financial markets provide us with a vast amount of empirical data, the best model selection is still a big…

统计金融 · 定量金融 2021-11-05 Vygintas Gontis

An economic interpretation of the Caputo derivatives of non-integer orders is proposed. The suggested economic interpretation of the fractional derivatives is based on a generalization of average and marginal values of economic indicators.…

经济学 · 定量金融 2017-12-29 Valentina V. Tarasova , Vasily E. Tarasov

Working memory is a cognitive process that is responsible for temporarily holding and manipulating information. Most of the empirical neuroscience research on working memory has focused on measuring sustained activity in prefrontal cortex…

人工智能 · 计算机科学 2018-05-29 David J. Heeger , Wayne E. Mackey

Generic non-Markovian quantum processes have infinitely long memory, implying an exact description that grows exponentially in complexity with observation time. Here, we present a finite memory ansatz that approximates (or recovers) the…

量子物理 · 物理学 2021-10-13 Philip Taranto , Felix A. Pollock , Kavan Modi

We examine the scaling regime for the detrended fluctuation analysis (DFA) - the most popular method used to detect the presence of long memory in data and the fractal structure of time series. First, the scaling range for DFA is studied…

数据分析、统计与概率 · 物理学 2015-06-05 Dariusz Grech , Zygmunt Mazur