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Stock volatility as an anomalous diffusion process
Published 2024-12-01“…Our model computes the diffusion exponent of a financial time series to measure its volatility and it categorizes market movements into five diffusion models: annealed transit time motion (ATTM), continuous time random walk (CTRW), fractional Brownian motion (FBM), Lévy walk (LW), and scaled Brownian motion (SBM).Our findings suggest that the diffusion exponent derived from anomalous diffusion processes provides insightful and novel perspectives on stock market volatility. …”
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2
THE ROLE OF THE DIFFUSION DEOXIDATION IN ACID PROCESS
Published 2004-05-01“…The processes of diffusion deoxidation of the metal the electric furnaces with acid fettling in the production of the component parts for rolling stock are considered. …”
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3
Diffusion Process and Reaction on a Surface
Published 2018-01-01“…We investigate the influence of the surface effects on a diffusive process by considering that the particles may be sorbed or desorbed or undergo a reaction process on the surface with the production of a different substance. …”
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4
THE INFLUENCE OF STRUCTURAL DEFECTS ON THE KINETICS OF DIFFUSION PROCESSES
Published 2016-07-01Get full text
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5
DiffusionBAS: Estimating Camera External Orientation Through Diffusion Process
Published 2024-12-01“…Therefore, an automatic 2D-to-3D reconstruction that can assists architecture historians in process of restoration of original 3D shape of a lost site of culture heritage is required. …”
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6
USE OF NEURAL NETWORKS IN PROCESS ENGINEERING Thermodynamics, diffusion, and process control and simulation applications
Published 1998-01-01“…Three examples of the use of ANNs in typical process engineering applications such as prediction of activity in solvent-polymer binary systems, prediction of a surfactant self-diffusion coefficient of micellar systems, and process control and simulation are shown. …”
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7
PREVENTION OF EVENTRATION IN DIFFUSE SUPPURATIVE PROCESSES IN SMALL PELVIS
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8
REVIEW OF THE METHODS OF INTENSIFICATION OF DIFFUSED PROCESSES OF OXIDES DEOXIDATION
Published 2011-05-01“…Influence of pressure of gas phase, irradiation, physical and mechanical and electro-physical ways of influence on intensification of diffused processes of oxides deoxidation is examined.…”
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Thermophysical, diffusion, and segregation processes in the frictional contact zone
Published 2015-12-01Get full text
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DIFFUSION AND SEGREGATION PROCESSES IN HEAVY-LOADED FRICTION UNITS
Published 2014-12-01“…The study of the non-stationary contact coupled thermoelasticity problem on the brake disk rotation, and on the experimental research of the hydrogen diffusion has shown that the design dependence type of the thermal field describes adequately the process of the hydrogen diffusion in its functional dependence on the temperature. …”
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11
The Diffusive Stresses Arising from A Locally Generalized Advection-Diffusion Process
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12
Convergence of Limiting Cases of Continuous-Time, Discrete-Space Jump Processes to Diffusion Processes for Bayesian Inference
Published 2025-03-01“…One of these processes leads to the familiar Langevin diffusion equation; another leads to an entirely new diffusion equation.…”
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13
Compensating Operator and Weak Convergence of Semi-Markov Process to the Diffusion Process without Balance Condition
Published 2015-01-01“…Weak convergence of semi-Markov processes in the diffusive approximation scheme is studied in the paper. …”
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Comparing algebraic and numerical solutions of classical diffusion process equations in computational financial mathematics
Published 2001-01-01Subjects: “…Diffusion processes; Diffusion equations.…”
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15
Parameter Estimation for Fractional Diffusion Process with Discrete Observations
Published 2019-01-01“…This paper deals with the problem of estimating the parameters for fractional diffusion process from discrete observations when the Hurst parameter H is unknown. …”
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16
Modeling of the Nanofiltration Process Based on Convective Diffusion Theory
Published 2024-11-01“…The article formulates the state of the problem of improving the theoretical calculation of the nanofiltration kinetic characteristics in the time cycle of separation of industrial solutions containing copper(II), iron(III), trisodium phosphate and OP-10 (a wetting agent used in electroplating, a product of treating a mixture of mono- and dialkylphenols with ethylene oxide) using the equations of convective diffusion, hydrodynamics and mass transfer. To calculate the kinetic characteristics of the nanofiltration process, the mathematical model was improved by numerically solving the equations of convective diffusion, the Navier–Stokes equation and the flow continuity equation in a polar coordinate system with initial and boundary conditions. …”
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Networks Externalities as Social Phenomenon in the Process ICT Diffusion
Published 2018-03-01Get full text
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18
Increasing the efficiency of forging tools by Toyota diffusion process
Published 2015-03-01“…In this paper is given a review of literature data about research of influence layer of vanadium carbide deposited by Toyota diffusion process on increasing of working life and quality of forging dies. …”
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On the Advection–Diffusion Process With Developing Eddies in Karst Conduits
Published 2024-12-01Subjects: Get full text
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Voltage-controlled magnetoelectric devices for neuromorphic diffusion process
Published 2025-05-01“…Here, we develop a spintronic voltage-controlled magnetoelectric memory hardware for the neuromorphic diffusion process. The in-memory computing capability of our spintronic devices goes beyond current Von Neumann architecture, where memory and computing units are separated. …”
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