The following pages link to (Q4367302):
Displaying 50 items.
- Benoît Mandelbrot and fractional Brownian motion (Q254347) (← links)
- Classical ergodicity and modern portfolio theory (Q268148) (← links)
- Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes (Q298830) (← links)
- Stochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitation (Q331295) (← links)
- Detecting multifractal stochastic processes under heavy-tailed effects (Q339843) (← links)
- Gaussian multiplicative chaos and KPZ duality (Q382281) (← links)
- Quantum financial economics -- risk and returns (Q394445) (← links)
- 2-microlocal analysis of martingales and stochastic integrals (Q429291) (← links)
- The bounds of heavy-tailed return distributions in evolving complex networks (Q469745) (← links)
- The Poisson aggregation process (Q509201) (← links)
- A method for identification of critical states of open stochastic dynamical systems based on the analysis of acceleration (Q523242) (← links)
- Does the Hurst index matter for option prices under fractional volatility? (Q525208) (← links)
- Probability calculus of fractional order and fractional Taylor's series application to Fokker-Planck equation and information of non-random functions (Q600609) (← links)
- Self-similarity in financial markets: a fractionally integrated approach (Q611788) (← links)
- Information-based multi-assets artificial stock market with heterogeneous agents (Q619750) (← links)
- On the estimation of the large deviations spectrum (Q648136) (← links)
- A note on the Hausdorff dimension of general sums of pulses graphs (Q658956) (← links)
- Parallel cartoons of fractal models of finance (Q665538) (← links)
- The inescapable need for fractal tools in finance (Q665539) (← links)
- Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816) (← links)
- Monte Carlo simulations of a trader-based market model (Q699140) (← links)
- Multifractal Hurst analysis of crude oil prices (Q699143) (← links)
- A capital asset pricing model under stable Paretian distributions in a pure exchange economy (Q705053) (← links)
- A pentatonic classification of extreme events (Q728402) (← links)
- Fractional motions (Q740796) (← links)
- Inside singularity sets of random Gibbs measures (Q811899) (← links)
- Convergence of trajectories in fractal interpolation of stochastic processes (Q813720) (← links)
- Merton's model of optimal portfolio in a Black-Scholes market driven by a fractional Brownian motion with short-range dependence (Q817295) (← links)
- Variational solutions for partial differential equations driven by a fractional noise (Q820065) (← links)
- Prediction of cryptocurrency returns using machine learning (Q829124) (← links)
- Nonparametric reconstruction of a multifractal function from noisy data (Q843705) (← links)
- Continuous cascade models for asset returns (Q844574) (← links)
- Basic properties of critical lognormal multiplicative chaos (Q888526) (← links)
- Quantifying complexity of financial short-term time series by composite multiscale entropy measure (Q907618) (← links)
- Moments for tempered fractional advection-diffusion equations (Q977200) (← links)
- Persistent scale free fluctuation in market recovery and recession (Q977538) (← links)
- Minimal agent based model for financial markets. I (Q977859) (← links)
- On discrete stochastic processes with long-lasting time dependence in the variance (Q977890) (← links)
- Roughness and finite size effect in the NYSE stock-price fluctuations (Q978842) (← links)
- Self-organizing Ising model of financial markets (Q978853) (← links)
- Role of noise in a market model with stochastic volatility (Q978895) (← links)
- Multifractal analysis of complex random cascades (Q981722) (← links)
- Uniform convergence for complex [0,1]-martingales (Q990376) (← links)
- Convergence of complex multiplicative cascades (Q990377) (← links)
- Diffusion on multifractals (Q1000009) (← links)
- Pointwise smoothness of space-filling functions (Q1006628) (← links)
- An approach via fractional analysis to non-linearity induced by coarse-graining in space (Q1049470) (← links)
- A new approach to fractional Brownian motion of order \(n\) via random walk in the complex plane (Q1125133) (← links)
- Zipf-Mandelbrot scaling law for world track records (Q1409036) (← links)
- A fractional version of the Merton model. (Q1419131) (← links)
