Tempered relaxation with clustering patterns
نویسندگان
چکیده
منابع مشابه
A Modified Tempered Stable Distribution with Volatility Clustering
We first introduce a new variant of the tempered stable distribution, named the modified tempered stable(MTS) distribution and we use it to develop the GARCH option pricing model with MTS innovations. This model allows one to describe some stylized phenomena observed in financial markets such as volatility clustering, skewness, and heavy tails of the return distribution.
متن کاملDiffusion and relaxation controlled by tempered -stable processes
We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered -stable processes. The tempering results in the existence of all moments of operational time. The subordination by the inverse tempered -stable process provides diffusion relaxation that occupies an intermediate place between subdiffusion Cole-Cole law and normal diffusion exponential l...
متن کاملImproved MinMax Cut Graph Clustering with Nonnegative Relaxation
In graph clustering methods, MinMax Cut tends to provide more balanced clusters as compared to Ratio Cut and Normalized Cut. The traditional approach used spectral relaxation to solve the graph cut problem. The main disadvantage of this approach is that the obtained spectral solution has mixed signs, which could severely deviate from the true solution and have to resort to other clustering meth...
متن کاملBreathing Patterns in Nonlinear Relaxation
In numerical experiments involving nonlinear solitary waves propagating through nonhomogeneous media one observes “breathing” in the sense of the amplitude of the wave going up and down on a much faster scale than the motion of the wave – see Fig. 2 below. In this paper we investigate this phenomenon in the simplest case of stationary waves in which the evolution corresponds to relaxation to a ...
متن کاملLinking well-tempered metadynamics simulations with experiments.
Linking experiments with the atomistic resolution provided by molecular dynamics simulations can shed light on the structure and dynamics of protein-disordered states. The sampling limitations of classical molecular dynamics can be overcome using metadynamics, which is based on the introduction of a history-dependent bias on a small number of suitably chosen collective variables. Even if such b...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physics Letters A
سال: 2011
ISSN: 0375-9601
DOI: 10.1016/j.physleta.2011.10.021