Showing 1 - 10 of 27
We investigate the propagation of bistable fronts in lattices of diffusively and advectively coupled cubic and quartic bistable maps, reporting the distribution of both stable states for asymmetric basins of attraction. The main effects of basin symmetry and local nonlinearities are obtained by...
Persistent link: https://www.econbiz.de/10010590067
We introduce a class of models composed by lattices of coupled complex-amplitude oscillators which preserve the norm. These models are particularly well adapted to investigate phenomena described by the nonlinear Schrödinger equation. The coupling between oscillators is parameterized by the...
Persistent link: https://www.econbiz.de/10011057981
The European Commission releases twice a year economic forecasts for some macro and fiscal variables (GDP growth rate, inflation, budget balance, among others). In our research we will try to understand if the corrections made to these forecasts have an impact in sovereign yields. We will...
Persistent link: https://www.econbiz.de/10013089442
Persistent link: https://www.econbiz.de/10013261897
We introduce a simple approach for testing the reliability of homogeneous generators and the Markov property of the stochastic processes underlying empirical time series of credit ratings. We analyze open access data provided by Moody's and show that the validity of these assumptions - existence...
Persistent link: https://www.econbiz.de/10010941723
Using available data from the New York stock market (NYSM) we test four different bi-parametric models to fit the correspondent volume-price distributions at each $10$-minute lag: the Gamma distribution, the inverse Gamma distribution, the Weibull distribution and the log-normal distribution....
Persistent link: https://www.econbiz.de/10010941725
We present evidence that the best model for empirical volume-price distributions is not always the same and it strongly depends in (i) the region of the volume-price spectrum that one wants to model and (ii) the period in time that is being modelled. To show these two features we analyze stocks...
Persistent link: https://www.econbiz.de/10010931978
We consider the evolution of scale-free networks according to preferential attachment schemes and show the conditions for which the exponent characterizing the degree distribution is bounded by upper and lower values. Our framework is an agent model, presented in the context of economic networks...
Persistent link: https://www.econbiz.de/10009293804
The study of heavy-tailed distributions in economic and financial systems has been widely addressed since financial time series has become a research subject.After the eighties, several "highly improbable" market drops were observed (e.g. the 1987 stock market drop known as "Black Monday" and on...
Persistent link: https://www.econbiz.de/10009492883
We introduce a measure for estimating the best risk-return relation of power production in wind farms within a given time-lag, conditioned to the velocity field. The velocity field is represented by a scalar that weighs the influence of the velocity at each wind turbine at present and previous...
Persistent link: https://www.econbiz.de/10010755909