The following pages link to (Q3159047):
Displaying 40 items.
- Classical ergodicity and modern portfolio theory (Q268148) (← links)
- The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance (Q280256) (← links)
- Quantum financial economics -- risk and returns (Q394445) (← links)
- Approximation algorithms for homogeneous polynomial optimization with quadratic constraints (Q607501) (← links)
- Higher-order phase transitions on financial markets (Q614550) (← links)
- Parallel cartoons of fractal models of finance (Q665538) (← links)
- Exploring self-affine properties in seismograms (Q732196) (← links)
- On regularities of mass phenomena (Q746048) (← links)
- Option pricing and portfolio hedging under the mixed hedging strategy (Q1618329) (← links)
- Dynamical analysis for a model of asset prices with two delays (Q1619183) (← links)
- A characterization of self-similar symbolic spaces (Q1762379) (← links)
- Stochastic space interval as a link between quantum randomness and macroscopic randomness? (Q2148390) (← links)
- The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists (Q2150929) (← links)
- Power option pricing under the unstable conditions (evidence of power option pricing under fractional Heston model in the Iran gold market) (Q2164565) (← links)
- Methodology for the characterization of the electrical power demand curve, by means of fractal orbit diagrams on the complex plane of Mandelbrot set (Q2175685) (← links)
- Fractal-based analysis of sign language (Q2204482) (← links)
- Characterization of complex data functions through local persistence of increments (Q2213538) (← links)
- On some local asymptotic properties of sequences with a random index (Q2227906) (← links)
- Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
- Episodic nonlinearity in leading global currencies (Q2316902) (← links)
- The ``probability of a fit choice'' (Q2375892) (← links)
- Multiscale geometric methods for data sets. I: Multiscale SVD, noise and curvature. (Q2402490) (← links)
- Detection of multiple change-points in multivariate time series (Q2471636) (← links)
- Lévy, Ornstein-Uhlenbeck, and subordination: spectral vs. jump description (Q2487832) (← links)
- Universal characteristics of fractal fluctuations in prime number distribution (Q2930728) (← links)
- HOW COMPLETE RANDOM PERMUTATIONS AFFECT THE DEPENDENCE STRUCTURE OF STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE (Q2937142) (← links)
- On the Regularities of Mass Random Phenomena (Q2950129) (← links)
- Benoit B. Mandelbrot (1924–2010): a father of Quantitative Finance (Q3084972) (← links)
- Benoit Mandelbrot and the vindication of his ideas (Q3084974) (← links)
- DETERMINING THE DURATION OF CYCLES IN THE MARKET OF SECOND-HAND TANKER SHIPS, 1976–2001: IS PREDICTION POSSIBLE? (Q3598863) (← links)
- Expected shortfall estimation for apparently infinite-mean models of operational risk (Q4554222) (← links)
- Profiling high-frequency equity price movements in directional changes (Q4555073) (← links)
- Assessing Sectoral Risk Through Skew-Error Capital Asset Pricing Model: Empirical Evidence from Thai Stock Market (Q4558860) (← links)
- Coalitions and Catastrophic Climate Change (Q4644777) (← links)
- Data-driven methods for equity similarity prediction (Q4683061) (← links)
- ALGORITHM TO CALCULATE THE FRACTAL DIMENSION AND NUMERICAL INTEGRATION OF FLUCTUATING CONTINUOUS FUNCTIONS (Q5025366) (← links)
- Randomized Global Sensitivity Analysis and Model Robustness (Q5117942) (← links)
- A generalized class of skew distributions and associated robust quantile regression models (Q5175764) (← links)
- Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation (Q6055340) (← links)
- Me and Elbert (Q6547668) (← links)
