Multifractals And 1 Noise
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Multifractals And 1 Noise
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Author : Benoit B. Mandelbrot
language : en
Publisher: Springer
Release Date : 2013-12-20
Multifractals And 1 Noise written by Benoit B. Mandelbrot and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-20 with Mathematics categories.
Certain noises, many aspects of turbulence, and almost all aspects of finance exhibit a level of temporal and spatial variability whose "wildness" impressed itself vividly upon the author, Benoit Mandelbrot, in the early 1960's. He soon realized that those phenomena cannot be described by simply adapting the statistical techniques of earlier physics, or even extending those techniques slightly. It appeared that the study of finance and turbulence could not move forward without the recognition that those phenomena represented a new second stage of indeterminism. Altogether new mathematical tools were needed. The papers in this Selecta volume reflect that realization and the work that Dr. Mandelbrot did toward the development of those new tools.
Multifractals
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Author : David Harte
language : en
Publisher: CRC Press
Release Date : 2001-06-26
Multifractals written by David Harte and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-06-26 with Mathematics categories.
Although multifractals are rooted in probability, much of the related literature comes from the physics and mathematics arena. Multifractals: Theory and Applications pulls together ideas from both these areas using a language that makes them accessible and useful to statistical scientists. It provides a framework, in particular, for the evaluation
Fractals And Multifractals In Ecology And Aquatic Science
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Author : Laurent Seuront
language : en
Publisher: CRC Press
Release Date : 2009-10-12
Fractals And Multifractals In Ecology And Aquatic Science written by Laurent Seuront and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-10-12 with Mathematics categories.
Ecologists sometimes have a less-than-rigorous background in quantitative methods, yet research within this broad field is becoming increasingly mathematical. Written in a step-by-step fashion, Fractals and Multifractals in Ecology and Aquatic Science provides scientists with a basic understanding of fractals and multifractals and the techniques fo
Multifractal Volatility
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Author : Laurent E. Calvet
language : en
Publisher: Academic Press
Release Date : 2008-10-13
Multifractal Volatility written by Laurent E. Calvet and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-10-13 with Business & Economics categories.
Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance. A large existing literature (e.g., Engle, 1982; Rossi, 1995) models volatility as an average of past shocks, possibly with a noise component. This approach often has difficulty capturing sharp discontinuities and large changes in financial volatility. Their research has shown the advantages of modelling volatility as subject to abrupt regime changes of heterogeneous durations. Using the intuition that some economic phenomena are long-lasting while others are more transient, they permit regimes to have varying degrees of persistence. By drawing on insights from the use of multifractals in the natural sciences and mathematics, they show how to construct high-dimensional regime-switching models that are easy to estimate, and substantially outperform some of the best traditional forecasting models such as GARCH. The goal of Multifractal Volatility is to popularize the approach by presenting these exciting new developments to a wider audience. They emphasize both theoretical and empirical applications, beginning with a style that is easily accessible and intuitive in early chapters, and extending to the most rigorous continuous-time and equilibrium pricing formulations in final chapters. - Presents a powerful new technique for forecasting volatility - Leads the reader intuitively from existing volatility techniques to the frontier of research in this field by top scholars at major universities - The first comprehensive book on multifractal techniques in finance, a cutting-edge field of research
Gaussian Self Affinity And Fractals
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Author : Benoit Mandelbrot
language : en
Publisher: Springer Science & Business Media
Release Date : 2002
Gaussian Self Affinity And Fractals written by Benoit Mandelbrot and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Mathematics categories.
The book contributes to their development and will therefore be of use in diverse scientific communities."--BOOK JACKET.
Fractal And Multifractal Facets In The Structure And Dynamics Of Physiological Systems And Applications To Homeostatic Control Disease Diagnosis And Integrated Cyber Physical Platforms
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Author : Paul Bogdan
language : en
Publisher: Frontiers Media SA
Release Date : 2020-06-25
Fractal And Multifractal Facets In The Structure And Dynamics Of Physiological Systems And Applications To Homeostatic Control Disease Diagnosis And Integrated Cyber Physical Platforms written by Paul Bogdan and has been published by Frontiers Media SA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-06-25 with categories.
Widespread chronic diseases (e.g., heart diseases, diabetes and its complications, stroke, cancer, brain diseases) constitute a significant cause of rising healthcare costs and pose a significant burden on quality-of-life for many individuals. Despite the increased need for smart healthcare sensing systems that monitor / measure patients’ body balance, there is no coherent theory that facilitates the modeling of human physiological processes and the design and optimization of future healthcare cyber-physical systems (HCPS). The HCPS are expected to mine the patient’s physiological state based on available continuous sensing, quantify risk indices corresponding to the onset of abnormality, signal the need for critical medical intervention in real-time by communicating patient’s medical information via a network from individual to hospital, and most importantly control (actuate) vital health signals (e.g., cardiac pacing, insulin level, blood pressure) within personalized homeostasis. To prevent health complications, maintain good health and/or avoid fatal conditions calls for a cross-disciplinary approach to HCPS design where recent statistical-physics inspired discoveries done by collaborations between physicists and physicians are shared and enriched by applied mathematicians, control theorists and bioengineers. This critical and urgent multi-disciplinary approach has to unify the current state of knowledge and address the following fundamental challenges: One fundamental challenge is represented by the need to mine and understand the complexity of the structure and dynamics of the physiological systems in healthy homeostasis and associated with a disease (such as diabetes). Along the same lines, we need rigorous mathematical techniques for identifying the interactions between integrated physiologic systems and understanding their role within the overall networking architecture of healthy dynamics. Another fundamental challenge calls for a deeper understanding of stochastic feedback and variability in biological systems and physiological processes, in particular, and for deciphering their implications not only on how to mathematically characterize homeostasis, but also on defining new control strategies that are accounting for intra- and inter-patient specificity – a truly mathematical approach to personalized medicine. Numerous recent studies have demonstrated that heart rate variability, blood glucose, neural signals and other interdependent physiological processes demonstrate fractal and non-stationary characteristics. Exploiting statistical physics concepts, numerous recent research studies demonstrated that healthy human physiological processes exhibit complex critical phenomena with deep implications for how homeostasis should be defined and how control strategies should be developed when prolonged abnormal deviations are observed. In addition, several efforts have tried to connect these fractal characteristics with new optimal control strategies that implemented in medical devices such as pacemakers and artificial pancreas could improve the efficiency of medical therapies and the quality-of-life of patients but neglecting the overall networking architecture of human physiology. Consequently, rigorously analyzing the complexity and dynamics of physiological processes (e.g., blood glucose and its associated implications and interdependencies with other physiological processes) represents a fundamental step towards providing a quantifiable (mathematical) definition of homeostasis in the context of critical phenomena, understanding the onset of chronic diseases, predicting deviations from healthy homeostasis and developing new more efficient medical therapies that carefully account for the physiological complexity, intra- and inter-patient variability, rather than ignoring it. This Research Topic aims to open a synergetic and timely effort between physicians, physicists, applied mathematicians, signal processing, bioengineering and biomedical experts to organize the state of knowledge in mining the complexity of physiological systems and their implications for constructing more accurate mathematical models and designing QoL-aware control strategies implemented in the new generation of HCPS devices. By bringing together multi-disciplinary researchers seeking to understand the many aspects of human physiology and its complexity, we aim at enabling a paradigm shift in designing future medical devices that translates mathematical characteristics in predictable mathematical models quantifying not only the degree of homeostasis, but also providing fundamentally new control strategies within the personalized medicine era.
Computational Science And Its Applications Iccsa 2025 Workshops
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Author : Osvaldo Gervasi
language : en
Publisher: Springer Nature
Release Date : 2025-07-05
Computational Science And Its Applications Iccsa 2025 Workshops written by Osvaldo Gervasi and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-07-05 with Computers categories.
The fourteen-volume set LNCS 15886-15899 constitutes the papers of several workshops which were held in conjunction with the 25th International Conference on Computational Science and Its Applications, ICCSA 2025, held in Istanbul, Turkey, during June 30–July 3, 2025. The 362 full papers, 37 short papers and 2 PHD showcase included in this book were carefully reviewed and selected from 1043 submissions. In addition, the conference consisted of 58 workshops, focusing on very topical issues of importance to science, technology and society: from new mathematical approaches for solving complex computational systems, to information and knowledge in the Internet of Things, new statistical and optimization methods, several Artificial Intelligence approaches, sustainability issues, smart cities and related technologies.
Fractals And Chaos In The Earth Sciences
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Author : SAMMIS
language : en
Publisher: Birkhäuser
Release Date : 2013-11-22
Fractals And Chaos In The Earth Sciences written by SAMMIS and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-22 with Social Science categories.
Kitchen Science Fractals A Lab Manual For Fractal Geometry
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Author : Michael Frame
language : en
Publisher: World Scientific
Release Date : 2021-10-04
Kitchen Science Fractals A Lab Manual For Fractal Geometry written by Michael Frame and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-04 with Young Adult Nonfiction categories.
This book provides a collection of 44 simple computer and physical laboratory experiments, including some for an artist's studio and some for a kitchen, that illustrate the concepts of fractal geometry. In addition to standard topics — iterated function systems (IFS), fractal dimension computation, the Mandelbrot set — we explore data analysis by driven IFS, construction of four-dimensional fractals, basic multifractals, synchronization of chaotic processes, fractal finger paints, cooking fractals, videofeedback, and fractal networks of resistors and oscillators.
Fractals And Disordered Systems
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Author : Armin Bunde
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Fractals And Disordered Systems written by Armin Bunde and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Science categories.
Fractals and disordered systems have recently become the focus of intense interest in research. This book discusses in great detail the effects of disorder on mesoscopic scales (fractures, aggregates, colloids, surfaces and interfaces, glasses, and polymers) and presents tools to describe them in mathematical language. A substantial part is devoted to the development of scaling theories based on fractal concepts. In 10 chapters written by leading experts in the field, including E. Stanley and B. Mandelbrot, the reader is introduced to basic concepts and techniques in disordered systems and is lead to the forefront of current research. In each chapter the connection between theory and experiment is emphasized, and a special chapter entitled "Fractals and Experiments" presents experimental studies of fractal systems in the laboratory. The book is written pedagogically. It can be used as a textbook for graduate students, by university teachers to prepare courses and seminars, and by active scientists who want to become familiar with a fascinating new field.