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131.
132.
This paper shows if and how the predictability and complexity of stock market data changed over the last half-century and what influence the M1 money supply has. We use three different machine learning algorithms, i.e., a stochastic gradient descent linear regression, a lasso regression, and an XGBoost tree regression, to test the predictability of two stock market indices, the Dow Jones Industrial Average and the NASDAQ (National Association of Securities Dealers Automated Quotations) Composite. In addition, all data under study are discussed in the context of a variety of measures of signal complexity. The results of this complexity analysis are then linked with the machine learning results to discover trends and correlations between predictability and complexity. Our results show a decrease in predictability and an increase in complexity for more recent years. We find a correlation between approximate entropy, sample entropy, and the predictability of the employed machine learning algorithms on the data under study. This link between the predictability of machine learning algorithms and the mentioned entropy measures has not been shown before. It should be considered when analyzing and predicting complex time series data, e.g., stock market data, to e.g., identify regions of increased predictability. 相似文献
133.
The critical behavior of the dynamical percolation model, which realizes the molecular-aggregation conception and describes the crossover between the hadronic phase and the partonic phase, is studied in detail. The critical percolation distance for this model is obtained by using the probability P∞ of the appearance of an infinite cluster. Utilizing the finite-size scaling method the critical exponents γ/v and T are extracted from the distribution of the average cluster size and cluster number density. The influences of two model related factors, I.e. The maximum bond number and the definition of the infinite cluster, on the critical behavior are found to be small. 相似文献
134.
《Journal of the Egyptian Mathematical Society》2014,22(3):407-412
In this work we introduce a discretization process to discretize fractional-order differential equations. First of all, we consider the fractional-order Logistic differential equation then, we consider the corresponding fractional-order Logistic differential equation with piecewise constant arguments and we apply the proposed discretization on it. The stability of the fixed points of the resultant dynamical system and the Lyapunov exponent are investigated. Finally, we study some dynamic behavior of the resultant systems such as bifurcation and chaos. 相似文献
135.
Datian Niu Xuegang Yuan Changjun Cheng Jiusheng Ren 《Acta Mechanica Solida Sinica》2010,23(5):420-427
In this paper, the dynamic characteristics are examined for a cylindrical membrane composed of a transversely isotropic incompressible hyperelastic material under an applied uniform radial constant pressure at its inner surface. A second-order nonlinear ordinary differential equation that approximately describes the radial oscillation of the inner surface of the membrane with respect to time is obtained. Some interesting conclusions are proposed for different materials, such as the neo-Hookean material, the Mooney-Rivlin material and the Rivlin-Saunders material. Firstly, the bifurcation conditions depending on the material parameters and the pressure loads are determined. Secondly, the conditions of periodic motion are presented in detail for membranes composed of different materials. Meanwhile, numerical simulations are also provided. 相似文献
136.
Ocean internal waves interpreted as oscillation travelling waves in consideration of ocean dissipation
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Most studies of the synthetic aperture radar remote sensing of ocean internal waves are based on the solitary wave solutions of the Korteweg-de Vries (KdV) equation, and the dissipative term in the KdV equation is not taken into account. However, the dissipative term is very important, both in the synthetic aperture radar images and in ocean models. In this paper, the traveling-wave structure to characterize the ocean internal wave phenomenon is modeled, the results of numerical experiments are advanced, and a theoretical hypothesis of the traveling wave to retrieve the ocean internal wave parameters in the synthetic aperture radar images is introduced. 相似文献
137.
Chaotic motion of the dynamical system under both additive and multiplicative noise excitations
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With both additive and multiplicative noise excitations, the effect on the chaotic behaviour of the dynamical system is investigated in this paper. The random Melnikov theorem with the mean-square criterion that applies to a type of dynamical systems is analysed in order to obtain the conditions for the possible occurrence of chaos. As an example, for the Duffing system, we deduce its concrete expression for the threshold of multiplicative noise amplitude for the rising of chaos, and by combining figures, we discuss the influences of the amplitude, intensity and frequency of both bounded noises on the dynamical behaviour of the Duffing system separately. Finally, numerical simulations are illustrated to verify the theoretical analysis according to the largest Lyapunov exponent and Poincaré map. 相似文献
138.
Jacek Tabor 《Journal of Differential Equations》2002,180(1):171-197
139.
140.
Michel Coornaert 《Geometriae Dedicata》2002,95(1):59-64
It is known that in a word hyperbolic group the stable exponent of every nontorsion element is an integer. We prove that this is also true in finitely generated nilpotent groups. On the other hand, we show that for any rational number 1 there exists a torsionfree CAT(0) group containing an element whose stable exponent is equal to . 相似文献