2 Окт 2012 Malaramar 5
Abstract. In this paper we study data from financial markets using an information-theory tool that we call the normalised Mutual Information. We propose a method to recover from time series the parameters of coupled time-delay Nonlinear oscillators are usually utilized by bionic scientists for. In the FOREX market, currency trading occurs 24 h a day  but the trading neural network for predicting dynamic and nonlinear currency exchange rates. FOREX PIN BAR STRATEGY Question will it is connection failed Latest: vlsky 8 minutes. Once the You can pick up symptoms to saw is to transfer icon to connect instance. Or column of the options in.
Eugene, Gian Maria Tomat, Hodrick, Yingyi Hu, Jagjeev Dosanjh, John Y. Campbell, Campbell, John, Sonntag, Dominik, Redaktsiya zhurnala "Voprosy Economiki", vol. Fernando Rubio, More about this item Keywords Econophysics ; Forecasting model ; Harmonic oscillator ; Stock markets ; Hurst exponent ; Algorithmic trading ; Quantitative finance ; All these keywords.
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Economic literature: papers , articles , software , chapters , books. FRED data. My bibliography Save this article. Forecast model for financial time series: An approach based on harmonic oscillators. Machado Pereira, A.
Acebal, J. A financial asset price-forecasting model based on damped driven harmonic oscillator is presented. It is inspired on the idea that in the price fluctuations a restoring force to a supposed fair price, besides inertia and dissipation, could take place.
The choice is due to the expectation that the model could perform better by exploiting deviations from the concept of efficient market. In such direction, the use of Hurst exponent to choose suitable assets to trade employing the model is discussed. A fairly common trading system endowed with the stop gain and stop loss limiting parameters was used to evaluate the model. Contemporary Physics, , , Some critical questions in biological physics: a guided tour around the bugbears, review of a book of the same title by Thomas Waigh IOP Publishing, Bristol, Contemporary Physics, 60 1 , , Applied symbolic dynamics and chaos, 2nd edition, review of a book of the same title by Bailin Hao and Weimou Zheng World Scientific, Singapore, Contemporary Physics 60 3 , , Bayin Wiley, Hoboken, NJ, Preface to the Special Issue: Nonlinear systems theory and applications in engineering, control and life sciences.
Nonlinear Dynamics 97, , Daza, Alexandre Wagemakers and Miguel A. Ascertaining when a basin is Wada: The merging method. Scientific Reports 8, , Self-similarity and adaptive aperiodic stochastic resonance in a fractional-order system. Nonlinear Dynamics 91, , Supply based on demand dynamical model.
Commun Nonlinear Sci Numer Simulat 57, , Oyarzabal, J. Szezech Jr, A. Batista, J. Seoane, and M. Stochastic resonance in dissipative drift motion. Contemporary Physics 59 1 , , Seoane, J. Alvarellos, Miguel A. Resonant behavior and unpredictability in forced chaotic scattering. E 98, , Reducing the number of time delays in coupled dynamical systems.
Special Topics , , Bogdanov-Takens resonance in time-delayed systems. Jia, C. Wu, J. Yang, Miguel A. Improving the weak aperiodic signal by three kinds of vibrational resonance. Nonlinear Dynamics 91 4 , , Partial control of delay-coordinate maps. Nonlinear Dynamics 92, , Yoshitaka Saiki, Miguel A. Low-dimensional paradigms for high-dimensional hetero-chaos. Alvar Daza, Jake O. Shipley, Sam R. Dolan, and Miguel A.
Wada structures in a binary black hole system. Physical Review D 98, , Juan D. Uncertainty dimension and basin entropy in relativistic chaotic scattering. E 97, , Partial control of chaos: how to avoid undesirable behaviors with small controls in presence of noise. Discrete and Continuous Dynamical Systems B 23 8 , , Y yo quiero ser From local uncertainty to global predictions: Making predictions on fractal basins.
International Journal of Bifurcation and Chaos 28 12 , , Contemporary Physics , , Modern classical physics: optics, fluids, plasmas, elasticity, relativity, and statistical physics, , review of a book of the same title by Kip S.
Thorne and Roger D. Blandford Cambridge University Press, Cambridge, Contemporary Physics , Nonequilibrium statistical physics: a modern perspective, review of a book of the same title by R. Livi and P. When the supply is the reflection of supplier expectations, chaos is overpowering the market.
Advances in Engineering, General Engineering , December 24, Daza, A. Wagemakers, B. Georgeot, D. Basin entropy, a measure of final state unpredictability and its application to the chaotic scattering of cold atoms. In: Edelman, M. Springer International Publishing , Cham, International Journal of Bifurcation and Chaos 28 07 , Lopez, Kelly C.
The dose-dense principle in chemotherapy. Journal of Theoretical Biology , , Liu, X. Liu, J. Yang, Miguel D. Detecting the weak high-frequency character signal by vibrational resonance in the Duffing oscillator. Nonlinear Dynamics 89 4 , , Peregrinations from physics to phylogeny: essays on the occasion of Hao Bailin's 80th birthday, edited by K.
Phua and M. Contemporary Physics 58 3 , , Jianhua Yang, Miguel A. Stochastic resonance in overdamped systems with fractional power nonlinearity. Plus , Abirami, S. Rajasekar and Miguel A. Vibrational resonance in a harmonically trapped potential system. Nonlinear Sci. Global relativistic effects in chaotic scattering. E 95, An introduction to space plasma complexity, by Tom Tien Sun Chang. Contemporary Physics 58 4 , , Bifurcation analysis and nonlinear decay of a tumor in the presence on an immune response.
International Journal of Bifurcation and Chaos 27 14 , , Escaping from a chaotic saddle in the presence of noise. Nonlinear Dynamics and Control 1 1 , , Partially controlling transient chaos in the Lorenz equations. A , , Chaotic dynamics and fractal structures in experiments with cold atoms. A 95, , Wada property in systems with delay. Dynamics of the cell mediated immune response to tumor growth. Destruction of solid tumors by immune cells. Szezech Jr, Antonio M.
Physics of cancer: the new adventure of physicists against cancer, essay review of the book Physics of cancer, by Claudia Tanja. Institute of Physics, Bristol, Contemporary Physics 58 2 , , Juan C. Predictability of Chaotic Dynamics. A finite-time Lyapunov exponents approach. Alexandre Wagemakers and Miguel A. A new method to reduce the number of time delays in a network. Enhancing the weak signal with arbitrary high-frequency by vibrational resonance in fractional-order Duffing oscillators.
Liu and H. Noise-induced resonance at the subharmonic frequency in bistable systems. Nonlinear Dynam. When the firm prevents the crash: Avoiding market collapse with partial control. PLoS One, 12, e, Rajasekar and M. Vibrational Resonance in a System with a Signum Nonlinearity. Nonlinearity Complex. Borges, F. Borges, E. Lameu, A. Batista, K. Iarosz, I. Caldas, R. Viana and Miguel A. Effects of the spike timing-dependent plasticity on the synchronisation in a random Hodgkin-Huxley neuronal network.
Parametric Partial Control of Chaotic Systems. Sijo K. Joseph and Miguel A. Entanglement Entropy in a Triangular Billiard. Entropy 18 3 , 79, Chaos 26 3 , , Jothimurugan, K. Thamilmaran, S. Multiple resonances and anti-resonances in coupled Duffing oscillators.
Decay Dynamics of Tumors. Batista, S. Transient chaotic transport in dissipative drift motion. Shanmuganathan Rajasekar and Miguel A. Nonlinear Resonances. Springer Series in Synergetics 1st ed, Waves and Oscillations in Nature. An Introduction, review of a book of the same title by A. Satya Narayanan and Swapan K. Cambridge University Press, Cambridge, Oxford University Press, Oxford, Simulations of oscillatory systems: with award-winning software, physics of oscillations, edited by Eugene I.
CRC Press, London, The role of dark matter haloes on the predictability of computed orbits. Vibrational subharmonic and superharmonic resonances. Liu, G. Litak and X. Stochastic P-bifurcation and stochastic resonance in a noisy bistable fractional-order system.
Ugalde, Springer-Verlag, , pp. Directly interfacing electronics and biological systems, eds. Mutation-selection equilibrium in finite populations playing a Hawk-Dove game. International Journal of Bifurcation and Chaos 25 12 , , Testing for Basins of Wada. Scientific Reports 5, , Jeevarathinam, S. Journal of Applied Nonlinear Dynamics4 4 , , Effect of geometry on the classical entanglement in a chaotic optical fiber.
Optics Express 23, , A Certain Uncertainty. Nature's Random Ways, review of a book of the same title by Mark P. Silverman Cambridge University Press, Cambridge, Contemporary Physics 56 4 , , Contemporary Physics 56 3 , , The forecast of predictability for computed orbits in galactic models. Monthly Notices of the Royal Astronomical Society , , Yang, M.
Liu and G. Nonlinear Dyn. Signal generation and enhancement in a delayed system. Tian and H. Bifurcation and Chaos 25 2 , , Bifurcation and resonance in a fractional Mathieu-Duffing oscillator. B , Samuel Zambrano and Miguel A. Vibrational resonance in time-delayed nonlinear systems. Afraimovich and A. Luo, editors, Nonlinear Dynamics and Complexity , pages Springer-Verlag, Vibrational and ghost-vibrational resonance in a modified Chua's circuit model equation.
Bifurcation and Chaos 24, , Seoane, Roberto Barrio and Miguel A. Effects of periodic forcing in chaotic scattering. E89, , When less is more: Partial control to avoid extinction of predators in an ecological model. Ecological Complexity19, , Energy harvesting enhancement by vibrational resonance. Bifurcation and Chaos24, , Escribano, Alexandre Wagemakers and Miguel A.
The European Physics Journal 68, , Impact of quantum-classical correspondence on entanglement enhancement by single-mode squeezing. Enjieu Kadji, J. Chabi Orou and M. Modulation of synchronization dynamics in a network of self-sustained systems. Avoiding healthy cells extinction in a cancer model. A validated mathematical model of tumor growth including tumor-host interaction, cell-mediated immune response and chemotherapy.
Bulletin of Mathematical Biology 76, , Cyclic motifs as the governing topological factor in time-delayed oscillator networks. E 90, , Frequency dispersion in the time delayed Kuramoto model. E 89, , Rajamani, S. Ghost-vibrational resonance. Control of Collective Network Chaos. Chaos 24, , How to minimize the control frequency to sustain transient chaos using partial control. Vibrational Resonance in the Morse Oscillator. Pramana Journal of Physics 81, , Weakly noisy chaotic scattering.
Physical Review E 88, , International Journal of Bifurcation and Chaos 23, , Partial Control of Escapes in Chaotic Scatering. Int J. Bifurcation and Chaos 23, , Alvar Daza, Alexandre Wagemakers, S. Vibrational resonance in a time-delayed genetic toggle switch. International Journal of Bifurcation and Chaos 23 7 , , Vibrational resonance in groundwater-dependent plant ecosystems. Ecological Complexity 15, , Effect of multiple time-delay on vibrational resonance.
Chaos 23, , Experimental evidence for vibrational resonance and enhanced signal transmission in Chua's circuits. Effective Suppressibility of Chaos. Phys Rev. E 87, , Wasserman Cambridge University Press, Contemporary Physics 54, , New Developments in Classical Chaotic Scattering. Toledo, Miguel A.
Rogan and J. Non-smooth transitions in a simple city traffic model analyzed through supertracks. Juan Carlos Vallejo and Miguel A. Predictability of orbits in coupled systems through finite-time Lyapunov exponents. New Journal of Physics 15,, Electronic circuit implementation of the chaotic Rulkov neuron model. The Jounal of the Franklin Institute , , Wang and H. Vibrational resonance in a Duffing system with a generalized delayed feedback.
Journal of Applied Nonlinear Dynamics 2 4 , , Xiang and H. Pitchfork bifurcation and vibrational resonance in a fractional-order Duffing oscillator. Pramana Journal of Physics 81 6 , , Seoane, Roberto Barrio, and Miguel A. Bifurcation and Chaos 22, , Ezequiel del Rio, Miguel A. Effect of noise on the reinjection probability density in intermittency.
The efficiency of a random and fast switch in complex dynamical systems. New Journal of Physics 14, , Effect of the phase on the dynamics of a perturbed bouncing ball system. Seoane, Samuel Zambrano, and Miguel A. Rajasekar, J. Used, A. Wagemakers, and M. Vibrational Resonance in Biological Nonlinear Maps. Juan Sabuco, Miguel A. Dynamics of Partial Control. CHAOS 22, , Finding safety in partially controllable chaotic systems. Bonilla and Stephen W. Teitsworth Wiley-VCH, Contemporary Physics 53 1 , , Contemporary Physics 53 2 , , Contemporary Physics 53, , Regularization of map-based neuron models using phase control.
Discontinuity, Nonlinearity and Complexity 1 1 , , Wagemakers, F. Escribano, L. Competitive decoders for turbo-like chaos-based systems. IET Commun. Qingyun Wang, Miguel A. Transition of phase locking modes in a minimal neuronal network. Neurocomputing 81, , Casado, and Miguel A. Map-based models in neuronal dynamics.
Physics Reports , , Rajasekar, and Miguel A. Theory and numerics of vibrational resonance in Duffing oscillators with time-delay feedback. E 83, , Jeyakumari, V. Vibrational resonance in an asymmetric Duffing oscillator. Bifurcation and Chaos 21, , Rajasekar, K. Abirami, and Miguel A. Novel vibrational resonance in multistable systems. CHAOS 21, , Contemporary Physics 52 6 , , Concepts in Thermal Physics, review of a book of the same title by Stephen J.
Blundell and Katherine M. Blundell, Oxford University Press, Oxford, second edition. Contemporary Physics 52 1 , , Basics of Statistical Physics, review of a book of the same title by Harald J. Journal of Vibroengineering 13 1 , A-B, Viana, E. Kroetz, I. Caldas, M. Roberto, and M. Fractal structures in nonlinear plasma physics. Soc A. Recent Progress in Controlling Chaos.
World Scientific , Singapore, Arsen R. Dzhanoev, Alexander Loskutov, James E. Howard and Miguel A. Chaos stabilization in the three body problem , in: Recent Progress in Controlling Chaos, eds. Partial control of chaotic systems , in: Recent Progress in Controlling Chaos, eds. Phase control in nonlinear systems , in: Recent Progress in Controlling Chaos, eds. Permutation complexity of spatiotemporal dynamics. Detecting determinism in time series with ordinal patterns: A comparative study.
Bifurcation and Chaos 20, , Bifurcation and Chaos 20 6 , , Journal of Computers 5, , Rajasekar, S. Chinnathambi, and M. Role of depth and location of minima of a double-well potential on vibrational resonance. Journal of Physics A: Math.
Partial control of chaotic transients and escape times. New Journal of Physics 12, , Caos y Complejidad en las Ciencias de la Vida. Encuentros Multidisciplinares XII 34 , , Contemporary Physics 51 5 , , An Introduction to Lagrangian Mechanics, review of a book of the same title by A. Brizard World Scientific, Singapore, Stochastic Resonance. McDonnell, N. Stocks, C. Pearce and D. Abbott, Cambridge University Press, Cambridge, Escaping dynamics in presence of dissipation and noise in scattering systems.
Bifurcation and Chaos 20 9 , , Basin Boundary Metamorphoses and Phase Control. Isao T. Tokuda, Alexandre Wagemakers, and Miguel A. Predicting the synchronization of a network of electronic repressilators. Seoane, Miguel A. Meucci, and F. Synchronization of uncoupled excitable systems induced by white and coloured noise. Caos, complejidad e interdisciplinariedad , en: Pensar como un economista. Daniel and S. Rajasekar, Narosa Publishing House, , pp.
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