Long Memory; Fractional Brownian Motion; Tanaka Formula; Nonlinearity - Articles

The Long Memory of the Jump Intensity of the Price Process (Articles)

Yizhuang Tian, Dongyang Shi, Handong Li

Journal of Mathematical Finance Vol.11 No.2, April 1, 2021

DOI: 10.4236/jmf.2021.112009 558 Downloads 1,598 Views Citations
Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility (Articles)

Yirong Huang, Zhonglin Wan, Hongyan Li, Yi Luo

Journal of Mathematical Finance Vol.14 No.1, February 27, 2024

DOI: 10.4236/jmf.2024.141005 278 Downloads 1,486 Views Citations
Predicting Malaria Dynamics in Burundi Using Deep Learning Models (Articles)

Daxelle Sakubu, Kelly Joelle Gatore Sinigirira, David Niyukuri

Journal of Applied Mathematics and Physics Vol.12 No.8, August 22, 2024

DOI: 10.4236/jamp.2024.128173 163 Downloads 1,344 Views Citations
Multilingual Text Recognition and Assistance for Low-Resource Languages Using Computer Vision (Articles)

Franck Senu Binunya, Huabing Zhou

Open Access Library Journal Vol.12 No.6, June 30, 2025

DOI: 10.4236/oalib.1113574 90 Downloads 778 Views Citations
Forecasting High-Frequency Long Memory Series with Long Periods Using the SARFIMA Model (Articles)

Handong Li, Xunyu Ye

Open Journal of Statistics Vol.5 No.1, February 17, 2015

DOI: 10.4236/ojs.2015.51009 3,266 Downloads 4,692 Views Citations
The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance (Articles)

Juan He, Jian Wang, Xianglin Jiang

Journal of Mathematical Finance Vol.6 No.1, February 26, 2016

DOI: 10.4236/jmf.2016.61014 4,525 Downloads 6,563 Views Citations
Green Function of Generalized Time Fractional Diffusion Equation Using Addition Formula of Mittag-Leffler Function (Articles)

Fang Wang, Jinmeng Zhang

Journal of Applied Mathematics and Physics Vol.10 No.9, September 23, 2022

DOI: 10.4236/jamp.2022.109182 254 Downloads 1,054 Views Citations
Measuring a Quantum System’s Classical Information (Articles)

John L. Haller Jr.

Journal of Modern Physics Vol.5 No.1, January 15, 2014

DOI: 10.4236/jmp.2014.51002 4,375 Downloads 6,356 Views Citations
Brownian Motion of Decaying Particles: Transition Probability, Computer Simulation, and First-Passage Times (Articles)

M. P. Silverman

Journal of Modern Physics Vol.8 No.11, October 24, 2017

DOI: 10.4236/jmp.2017.811108 1,394 Downloads 3,885 Views Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue

Journal of Mathematical Finance Vol.8 No.4, November 12, 2018

DOI: 10.4236/jmf.2018.84041 2,515 Downloads 4,791 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Description of Incomplete Financial Markets for Time Evolution of Risk Assets (Articles)

Nicholas S. Gonchar

Advances in Pure Mathematics Vol.9 No.6, June 30, 2019

DOI: 10.4236/apm.2019.96029 854 Downloads 1,985 Views Citations
A Valuation Model for Callable Eurobonds (Articles)

Vince Hooper, John Pointon

Journal of Mathematical Finance Vol.9 No.3, August 21, 2019

DOI: 10.4236/jmf.2019.93023 936 Downloads 2,255 Views Citations
Study of Volatility Stochastic Processes in the Context of Solvency Forecasting for Sri Lankan Life Insurers (Articles)

Ashika Mendis

Open Journal of Statistics Vol.11 No.1, January 20, 2021

DOI: 10.4236/ojs.2021.111004 970 Downloads 4,144 Views Citations
This article belongs to the Special Issue on Statistical Modeling and Analysis
Variable-Order Fractional Derivatives in Financial Systems (Articles)

Hunida Malaikah, Jawaher Faisal Al-Abdali

Applied Mathematics Vol.16 No.6, June 24, 2025

DOI: 10.4236/am.2025.166025 106 Downloads 768 Views Citations
Efficacy of Daily Cone-Beam Computed Tomography as Part of a Rescan Protocol for Large Offset to Reduce the Inter-Fractional Motion of the Prostate (Articles)

Shinsaku Yamaguchi, Takayuki Ohguri, Hajime Imada, Katsuya Yahara, Hiroyuki Narisada, Satoshi Iwasaki, Toshihiro Onoda, Yuta Ezaki, Eiji Hamada, Yukunori Korogi

International Journal of Medical Physics, Clinical Engineering and Radiation Oncology Vol.3 No.4, September 19, 2014

DOI: 10.4236/ijmpcero.2014.34025 3,312 Downloads 4,828 Views Citations
Analyses of fear memory in Arc/Arg3.1-deficient mice: intact short-term memory and impaired long-term and remote memory (Articles)

Kazuyuki Yamada, Chihiro Homma, Kentaro Tanemura, Toshio Ikeda, Shigeyoshi Itohara, Yoshiko Nagaoka

World Journal of Neuroscience Vol.1 No.1, June 1, 2011

DOI: 10.4236/wjns.2011.11001 5,714 Downloads 14,289 Views Citations
Novel Globular Magnetic Actuator Group Capable of Free Movement in a Complex Pipe (Articles)

Hiroyuki Yaguchi, Noriaki Sato, Arimitsu Shikoda, Kazumi Ishikawa

Journal of Electromagnetic Analysis and Applications Vol.3 No.9, September 28, 2011

DOI: 10.4236/jemaa.2011.39061 4,852 Downloads 9,518 Views Citations
Novel Histological Evidence of Collagen and Elastin Regeneration in Fractional RF-Treated Acne Scars (Articles)

Judith Hellman, Jonathan Yao

Journal of Cosmetics, Dermatological Sciences and Applications Vol.9 No.2, June 5, 2019

DOI: 10.4236/jcdsa.2019.92013 1,340 Downloads 4,029 Views Citations
Asymptotic Formulas of the Solutions and the Trace Formulas for the Polynomial Pencil of the Sturm-Liouville Operators (Articles)

A. Adiloglu Nabiev

Applied Mathematics Vol.7 No.18, December 28, 2016

DOI: 10.4236/am.2016.718189 1,466 Downloads 2,603 Views Citations
Psychic Neuronal Hypersynchronies: A New Psychiatric Paradigm? (Articles)

Javier Alvarez-Rodriguez

Health Vol.6 No.16, September 4, 2014

DOI: 10.4236/health.2014.616242 6,364 Downloads 8,781 Views Citations
This article belongs to the Special Issue on Advances in Epilepsy Research

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