- multifractal model
- мультифрактальная модель
English-russian dictionary of physics. 2013.
multifractal model
Смотреть что такое "multifractal model" в других словарях:
Multifractal system — A multifractal system is a generalization of a fractal system in which a single exponent (the fractal dimension) is not enough to describe its dynamics; instead, a continuous spectrum of exponents (the so called singularity spectrum) is needed.… … Wikipedia
Markov switching multifractal — In financial econometrics, the Markov switching multifractal (MSM) is a model of asset returns that incorporates stochastic volatility components of heterogeneous durations.[1][2] MSM captures the outliers, log memory like volatility persistence… … Wikipedia
Multiplicative cascade — In mathematics, a multiplicative cascade[1][2] is a fractal/multifractal distribution of points produced via an iterative and multiplicative random process. Model I (left plot): {p1,p2,p3,p4} = {1,1,1,0} Model II (middle plot): {p1 … Wikipedia
Multiplicative Cascade — A Multiplicative Cascade [ [Meakin P, PRA vol 36 No 6(1987) Diffusion limited aggregation on multifractal lattices ] ] [ [http://uk.arxiv.org/abs/0803.3212 Cristano G. Sabiu, Luis Teodoro, Martin Hendry, arXiv:0803.3212v1 Resolving the universe… … Wikipedia
Markov chain — A simple two state Markov chain. A Markov chain, named for Andrey Markov, is a mathematical system that undergoes transitions from one state to another, between a finite or countable number of possible states. It is a random process characterized … Wikipedia
Fractal landscape — A fractal landscape is a surface generated using a stochastic algorithm designed to produce fractal behaviour which mimics the appearance of natural terrain. In other words, the result of the procedure is not a deterministic fractal surface, but… … Wikipedia
Alexander Balankin — Infobox Scientist name = Alexander Balankin imagesize = birth date = March 3, 1958 birth place = Moscow, Russia residence = Mexico City nationality = Mexican and Russian field = Fractal Mechanics work institution = National Polytechnic Institute… … Wikipedia
List of mathematics articles (M) — NOTOC M M estimator M group M matrix M separation M set M. C. Escher s legacy M. Riesz extension theorem M/M/1 model Maass wave form Mac Lane s planarity criterion Macaulay brackets Macbeath surface MacCormack method Macdonald polynomial Machin… … Wikipedia
Mathematical finance — is a field of applied mathematics, concerned with financial markets. The subject has a close relationship with the discipline of financial economics, which is concerned with much of the underlying theory. Generally, mathematical finance will… … Wikipedia
Valuation (finance) — Accountancy Key concepts Accountant · Accounting period · Bookkeeping · Cash and accrual basis · Cash flow management · Chart of accounts … Wikipedia
Observable universe — For a general discussion of the universe, see Universe. Visualization of the 93 billion light year – or 28 billion parsec – three dimensional observable universe. The scale is such that the fine grains of light represent collections of large… … Wikipedia
