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В статье обоснована целесообразность использования фрактального моделирования процесса возникновения и распространения инноваций на предприятиях АПК;...
Persistent link: https://www.econbiz.de/10011231438
В статье рассматривается современная гипотеза отрыва финансового сектора экономики от реального сектора, раскрываются его причины и последствия,...
Persistent link: https://www.econbiz.de/10011235751
Following the thermodynamic formulation of a multifractal measure that was shown to enable the detection of large fluctuations at an early stage, here we propose a new index which permits us to distinguish events like financial crises in real time. We calculate the partition function from which...
Persistent link: https://www.econbiz.de/10010608604
rank-size rule. Third, it suggests a new way of understanding fractals, Zipf’s law, and spatial organization of urban …
Persistent link: https://www.econbiz.de/10010730344
It has been recently noticed that time series of returns in stock markets are of multifractal (multiscaling) character. In that context, multifractality has been always evidenced by its statistical signature (i.e., the scaling exponents associated to a related variable). However, a direct...
Persistent link: https://www.econbiz.de/10010871582
The attractor in usual box-counting methods is partitioned with a fixed grid. We describe an algorithm whose boxes can move into the phase space and adapt to the geometry of the attractor. Lyapunov exponents and the singularity spectrum from time series are estimated using this algorithm.
Persistent link: https://www.econbiz.de/10010871710
typical of fractals. Second, within this region it is doubtful that the asymptotic recession velocity has been reached. Given …
Persistent link: https://www.econbiz.de/10010871838
Random populations represented by stochastically scattered collections of real-valued points are abundant across many fields of science. Fractality, in the context of random populations, is conventionally associated with a Paretian distribution of the population's values.
Persistent link: https://www.econbiz.de/10010871900
We survey a theory (first sketched in Nature in 2003, then fleshed out in the Quarterly Journal of Economics in 2006) of the economic underpinnings of the fat-tailed distributions of a number of financial variables, such as returns and trading volume. Our theory posits that they have a common...
Persistent link: https://www.econbiz.de/10010872025
We will utilise the self-avoiding walk (SAW) mapping of the vortex line conformations in turbulence to get the Kolmogorov scale dependence of energy dispersion from SAW statistics, and the knowledge of the effects of disordered fractal geometries on the SAW statistics. These will give us the...
Persistent link: https://www.econbiz.de/10010872133