Time averaging, ageing and delay analysis of financial time series

a time-series analysis of the demand for life insurance in iran

با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند

Finite time stabilization of time-delay nonlinear systems with uncertainty and time-varying delay

In this paper, the problem of finite-time stability and finite-time stabilization for a specific class of dynamical systems with nonlinear functions in the presence time-varying delay and norm-bounded uncertainty terms is investigated. Nonlinear functions are considered to satisfy the Lipchitz conditions. At first, sufficient conditions to guarantee the finite-time stability for time-delay nonl...

Analysis of Financial Time Series with EViews

4 GARCH Models 7 4.1 Basic GARCH Specifications . . . . . . . . . . . . . . . . . . . 8 4.2 Diagnostic Checking . . . . . . . . . . . . . . . . . . . . . . . 11 4.3 Regressors in the Variance Equation . . . . . . . . . . . . . . . 12 4.4 The GARCH–M Model . . . . . . . . . . . . . . . . . . . . . . 12 4.5 The Threshold GARCH (TARCH) Model . . . . . . . . . . . . 12 4.6 The Exponential GARCH (EG...

Frequency-based Analysis of Financial Time Series

Delay Differential Analysis of Time Series

Nonlinear dynamical system analysis based on embedding theory has been used for modeling and prediction, but it also has applications to signal detection and classification of time series. An embedding creates a multidimensional geometrical object from a single time series. Traditionally either delay or derivative embeddings have been used. The delay embedding is composed of delayed versions of...