Stochastic model for heart-rate fluctuations

A stochastic model for heart rate fluctuations

Normal human heart rate shows complex fluctuations in time, which is natural, since heart rate is controlled by a large number of different feedback control loops. These unpredictable fluctuations have been shown to display fractal dynamics, long-term correlations, and 1/f noise. These characterizations are statistical and they have been widely studied and used, but much less is known about the...

an appropriate model for exchange rate predictability in iran: comparing potential forecastability

nowadays in trade and economic issues, prediction is proposed as the most important branch of science. existence of effective variables, caused various sectors of the economic and business executives to prefer having mechanisms which can be used in their decisions. in recent years, several advances have led to various challenges in the science of forecasting. economical managers in various fi...

Modeling heart rate variability by stochastic feedback.

We consider the question of how the cardiac rhythm spontaneously self-regulates and propose a new mechanism as a possible answer. We model the neuroautonomic regulation of the heart rate as a stochastic feedback system and find that the model successfully accounts for key characteristics of cardiac variability, including the 1/f power spectrum, the functional form and scaling of the distributio...

A Simple Stochastic Rate Model for Rate Equity Hybrid Products

A positive spot rate model driven by a gamma process and correlated to equity is introduced and calibrated via closed forms for the joint characteristic function for the rate r, its integral y and the logarithm of the stock price s under the T-forward measure. The law of the triple (r; y; s) is expressed as a nonlinear transform of three independent processes, a gamma process, a variance gamma ...

A Stochastic Optimization Model for Groundwater Management