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Physical Sciences and Mathematics Commons™
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Full-Text Articles in Physical Sciences and Mathematics
An Economic Regression Model To Predict Market Movements, Timothy A. Smith, Andrew Hawkins
An Economic Regression Model To Predict Market Movements, Timothy A. Smith, Andrew Hawkins
Publications
In finance, multiple linear regression models are frequently used to determine the value of an asset based on its underlying traits. We built a regression model to predict the value of the S&P 500 based on economic indicators of gross domestic product, money supply, produce price and consumer price indices. Correlation between the error in this regression model and the S&P’s volatility index (VIX) provides an efficient way to predict when large changes in the price of the S&P 500 may occur. As the true value of the S&P 500 deviates from the predicted value, obtained by the regression model, …
Pattern Formation Of Elastic Waves And Energy Localization Due To Elastic Gratings, A. Berezovski, J. Engelbrecht, Mihhail Berezovski
Pattern Formation Of Elastic Waves And Energy Localization Due To Elastic Gratings, A. Berezovski, J. Engelbrecht, Mihhail Berezovski
Publications
Elastic wave propagation through diffraction gratings is studied numerically in the plane strain setting. The interaction of the waves with periodically ordered elastic inclusions leads to a self-imaging Talbot effect for the wavelength equal or close to the grating size. The energy localization is observed at the vicinity of inclusions in the case of elastic gratings. Such a localization is absent in the case of rigid gratings.
Pulses And Snakes In Ginzburg-Landau Equation, S.C. Mancas, Roy S. Choudhury
Pulses And Snakes In Ginzburg-Landau Equation, S.C. Mancas, Roy S. Choudhury
Publications
Using a variational formulation for partial differential equations combined with numerical simulations on ordinary differential equations (ODEs), we find two categories (pulses and snakes) of dissipative solitons, and analyze the dependence of both their shape and stability on the physical parameters of the cubic-quintic Ginzburg–Landau equation (CGLE). In contrast to the regular solitary waves investigated in numerous integrable and non-integrable systems over the last three decades, these dissipative solitons are not stationary in time. Rather, they are spatially confined pulse-type structures whose envelopes exhibit complicated temporal dynamics. Numerical simulations reveal very interesting bifurcations sequences as the parameters of the CGLE …