We have studied statistical characteristics of five share price time series. For each stock price, we estimated a best fit quantitative model for the monthly closing price as based on the decomposition into two defining consumer price indices selected from a large set of CPIs. It was found that...

In this paper we derive the dynamical model of a four-cylinder double-acting wobble-yoke Stirling engine. In addition to the classical thermodynamics methods that dominate the literature of Stirling mechanisms, we present a control systems viewpoint to analyze the dynamic properties of the...

A regional 2DH hydrodynamic model is used to estimate the tidal stream resource of a site located in a macrotidal environment with extreme tidal velocities. The study site is the Alderney Race (Raz Blanchard in French) which is a straight located in the English Channel between the Alderney...

We analyze fluctuating observables of high-dimensional systems as the New York Stock Market S&P 500 index, the amino-acid sequence in the M. genitalium DNA, the maximum temperature of the San Francisco Bay area, and the toroidal magneto plasma potential. The probability measures of these...

The relaxation behavior of glass is of great scientific and technological importance. However, prediction of glass relaxation behavior using direct first principles techniques is currently infeasible for realistic laboratory time scales. The enthalpy landscape approach has proven to be...

A modified van der Pol oscillator model was designed in order to reproduce the time series of the action potential generated by a natural pacemaker of the heart (i.e., the SA or the AV node). The main motivation was that the models published up to now were not altogether adequate for research on...

An interacting lattice gas model is used to study flow of immiscible components A and B (molecular weights MA and MB,MA<MB) by Monte Carlo simulations. Concentration gradients and hydrostatic pressure bias (H) drive these constituents from their source at the bottom against gravitational sedimentation in an effective medium. Response of their flux densities (jA,jB) to the hydrostatic bias H are examined. If both constituents are released with equal probabilities (a non-interacting source), their flux densities respond linearly to bias with jA>jB except at the extreme bias H→1 where jA→jB. Flow response becomes complex if the constituents from their source are released according to their current lattice...</mb)>

The empirical relationship between the return of an asset and the volatility of the asset has been well documented in the financial literature. Named the leverage effect or sometimes risk-premium effect, it is observed in real data that, when the return of the asset decreases, the volatility...