Modeling Empirical Stock Market Behavior Using A Hybrid Agent-Based Dynamical Systems Model,
2022
Binghamton University
Modeling Empirical Stock Market Behavior Using A Hybrid Agent-Based Dynamical Systems Model, Daniel A. Cline, Grant T. Aguinaldo, Christian Lemp
Northeast Journal of Complex Systems (NEJCS)
We describe the development and calibration of a hybrid agent-based dynamical systems model of the stock market that is capable of reproducing empirical market behavior. The model consists of two types of trader agents, fundamentalists and noise traders, as well as an opinion dynamic for the latter (optimistic vs. pessimistic). The trader agents switch types stochastically over time based on simple behavioral rules. A system of ordinary differential equations is used to model the stock price as a function of the states of the trader agents. We show that the model can reproduce key stylized facts (e.g., volatility clustering and …
Statistical Characteristics Of High-Frequency Gravity Waves Observed By An Airglow Imager At Andes Lidar Observatory,
2022
Embry Riddle Aeronautical University - Daytona Beach
Statistical Characteristics Of High-Frequency Gravity Waves Observed By An Airglow Imager At Andes Lidar Observatory, Alan Z. Liu, Bing Cao
Publications
The long-term statistical characteristics of high-frequency quasi-monochromatic gravity waves are presented using multi-year airglow images observed at Andes Lidar Observatory (ALO, 30.3° S, 70.7° W) in northern Chile. The distribution of primary gravity wave parameters including horizontal wavelength, vertical wavelength, intrinsic wave speed, and intrinsic wave period are obtained and are in the ranges of 20–30 km, 15–25 km, 50–100 m s−1, and 5–10 min, respectively. The duration of persistent gravity wave events captured by the imager approximately follows an exponential distribution with an average duration of 7–9 min. The waves tend to propagate against the local background winds and …
Universality And Synchronization In Complex Quadratic Networks (Cqns),
2022
State University of New York at New Paltz
Universality And Synchronization In Complex Quadratic Networks (Cqns), Anca R. Radulescu, Danae Evans
Biology and Medicine Through Mathematics Conference
No abstract provided.
Epidemiological Assessment Of Wolbachia-Based Biocontrol For Reduction Of Dengue Morbidity,
2022
Universidad Del Valle
Epidemiological Assessment Of Wolbachia-Based Biocontrol For Reduction Of Dengue Morbidity, Olga Vasilieva, Oscar E. Escobar, Hector J. Martinez, Pierre-Alexandre Bliman, Yves Dumont
Biology and Medicine Through Mathematics Conference
No abstract provided.
2d Spatio-Temporal Patterns In Coupled Phase Oscillators: Spiral Waves And Chimeras,
2022
University of Pittsburgh
2d Spatio-Temporal Patterns In Coupled Phase Oscillators: Spiral Waves And Chimeras, Yujie Ding, Bard Ermentrout
Biology and Medicine Through Mathematics Conference
No abstract provided.
Understanding Biofilm-Phage Interactions In Mathematical Framework,
2022
Rochester Institute of Technology
Understanding Biofilm-Phage Interactions In Mathematical Framework, Blessing Emerenini
Biology and Medicine Through Mathematics Conference
No abstract provided.
Optimal Design Of Bacterial Carpets For Fluid Pumping,
2022
Syracuse University
Optimal Design Of Bacterial Carpets For Fluid Pumping, Minghao W. Rostami, Weifan Liu, Amy Buchmann, Eva Strawbridge, Longhua Zhao
Biology and Medicine Through Mathematics Conference
No abstract provided.
Optimal Intervention Strategies To Minimize Spread Of Infectious Diseases And Economic Impact On A Dynamic Small-World Network,
2022
Wake Forest University
Optimal Intervention Strategies To Minimize Spread Of Infectious Diseases And Economic Impact On A Dynamic Small-World Network, Malindi Whyte, Danielle Dasilva
Biology and Medicine Through Mathematics Conference
No abstract provided.
Implementation Of A Least Squares Method To A Navier-Stokes Solver,
2022
Francis Marion University
Implementation Of A Least Squares Method To A Navier-Stokes Solver, Jada P. Lytch, Taylor Boatwright, Ja'nya Breeden
Rose-Hulman Undergraduate Mathematics Journal
The Navier-Stokes equations are used to model fluid flow. Examples include fluid structure interactions in the heart, climate and weather modeling, and flow simulations in computer gaming and entertainment. The equations date back to the 1800s, but research and development of numerical approximation algorithms continues to be an active area. To numerically solve the Navier-Stokes equations we implement a least squares finite element algorithm based on work by Roland Glowinski and colleagues. We use the deal.II academic library , the C++ language, and the Linux operating system to implement the solver. We investigate convergence rates and apply the least squares …
De-Coupling Cell-Autonomous And Non-Cell-Autonomous Fitness Effects Allows Solution Of The Fokker-Planck Equation For The Evolution Of Interacting Populations,
2022
Cleveland Clinic Lerner Research Institute
De-Coupling Cell-Autonomous And Non-Cell-Autonomous Fitness Effects Allows Solution Of The Fokker-Planck Equation For The Evolution Of Interacting Populations, Steph J. Owen
Biology and Medicine Through Mathematics Conference
No abstract provided.
A Triphasic Physiologically Based Pharmacokinetic Model Of Vitamin D3 And Metabolites In Vitamin D Insufficient Patients,
2022
Southern New Hampshire University
A Triphasic Physiologically Based Pharmacokinetic Model Of Vitamin D3 And Metabolites In Vitamin D Insufficient Patients, Colton W. Sawyer, Stacey M. Tuey, Raymond E. West Iii, Thomas D. Nolin, Melanie S. Joy
Biology and Medicine Through Mathematics Conference
No abstract provided.
A Novel Correction For The Adjusted Box-Pierce Test,
2022
Chapman University
A Novel Correction For The Adjusted Box-Pierce Test, Sidy Danioko, Jianwei Zheng, Kyle Anderson, Alexander Barrett, Cyril S. Rakovski
Mathematics, Physics, and Computer Science Faculty Articles and Research
The classical Box-Pierce and Ljung-Box tests for auto-correlation of residuals possess severe deviations from nominal type I error rates. Previous studies have attempted to address this issue by either revising existing tests or designing new techniques. The Adjusted Box-Pierce achieves the best results with respect to attaining type I error rates closer to nominal values. This research paper proposes a further correction to the adjusted Box-Pierce test that possesses near perfect type I error rates. The approach is based on an inflation of the rejection region for all sample sizes and lags calculated via a linear model applied to simulated …
Mathematical Model Of Zika Epidemic In Colombia,
2022
Virginia Commonwealth University
Mathematical Model Of Zika Epidemic In Colombia, Sethupathy Ganesan
Biology and Medicine Through Mathematics Conference
No abstract provided.
Mathematical Model Of Immune-Inflammatory Response In Covid-19 Patients,
2022
Virginia Polytechnic Institute and State University
Mathematical Model Of Immune-Inflammatory Response In Covid-19 Patients, Quiyana M. Murphy
Biology and Medicine Through Mathematics Conference
No abstract provided.
Modeling And Analysis Of Social Contagion In Overweight And Obesity Epidemic,
2022
Texas Tech University
Modeling And Analysis Of Social Contagion In Overweight And Obesity Epidemic, Chathuri Edirisinghe Arachchige
Biology and Medicine Through Mathematics Conference
No abstract provided.
Cooccurrr - Applying Glcm Analysis Techniques To Non-Image Objects Such As Fitness Landscapes,
2022
Cleveland Clinic Lerner Research Institute
Cooccurrr - Applying Glcm Analysis Techniques To Non-Image Objects Such As Fitness Landscapes, Steph J. Owen
Biology and Medicine Through Mathematics Conference
No abstract provided.
Modeling The Spread Of Sars-Cov-2 Inside The Human Respiratory Tract: A Parameter Sensitivity Study,
2022
University of North Carolina at Chapel Hill
Modeling The Spread Of Sars-Cov-2 Inside The Human Respiratory Tract: A Parameter Sensitivity Study, Jason Pearson
Biology and Medicine Through Mathematics Conference
No abstract provided.
Automated Fitting Of Allosteric Parameters In Receptor Oligomer Models,
2022
William & Mary
Automated Fitting Of Allosteric Parameters In Receptor Oligomer Models, Spenser Wood
Biology and Medicine Through Mathematics Conference
No abstract provided.
Mathematical Modelling Of Oncolytic Virotherapy As A Cancer Treatment,
2022
Norfolk State University
Mathematical Modelling Of Oncolytic Virotherapy As A Cancer Treatment, Maila Hallare, Iordanka Panayotova
Biology and Medicine Through Mathematics Conference
No abstract provided.
Mathematical Modeling Of Brain Cancer Growth Using A Level-Set Method,
2022
University of California, Merced
Mathematical Modeling Of Brain Cancer Growth Using A Level-Set Method, Gbocho M. Terasaki
Biology and Medicine Through Mathematics Conference
No abstract provided.
