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Some Spectral Ideas Applied to Finance and to Self-similar and Long-range Dependent Processes

机译：一些光谱思想应用于金融以及自相似和长期依赖过程

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作者
Srapionyan, Anna;
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作者单位

Cornell University;

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授予单位 Cornell University;
学科
学位 Ph.D.
年度 2019
页码 213 p.
总页数 213
原文格式 PDF
正文语种 eng
中图分类
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1. LEVY STABLE PROCESSES. FROM STATIONARY TO SELF-SIMILAR DYNAMICS AND BACK. AN APPLICATION TO FINANCE [J] . KRZYSZTOF BURNECKI, ALEKSANDER WERON Acta Physica Polonica. B, Particle Physics and Field Theory, Nuclear Physics, Theory of Relativity . 2004,第4期

机译：稳定的过程。从平稳到自相似的动力学，然后返回。金融应用
2. Lévy Stable Processes. From Stationary to Self-Similar Dynamics and Back. An Application to Finance [J] . K. Burnecki, A. Weron Acta physica Polonica, B. Particle Physics and Field Theory, Nuclear Physics, Theory of Relativity . 2004,第4期

机译：Lévy稳定流程。从平稳到自相似动力学再到后退。金融应用
3. Finite-Dimensional Quantum Model For The Stock Market, Discrete Nature Of The Quantities Used In Finance, Spectral Representation Of Bessel Processes With Constant Drift, Credit Spreads, And Stochastic Volatility In Finance, Quantum Structure In Cognition [J] . K.N.P. Kumar Advances in Physics Theories and Applications . 2013,第3期

机译：股票市场的有限维量子模型，用于金融的数量的离散性质，具有恒定漂移的贝塞尔过程的频谱表示，信用利差和金融中的随机波动，认知的量子结构
4. Accelerated buffer overflow simulation in self-similar queuing networks with long-range dependent processes and finite buffer capacity [C] . Izabella Lokshina, Thomas Wendt, Cees Lanting International Symposium on Wireless Systems within the Conferences on Intelligent Data Acquisition and Advanced Computing Systems . 2016

机译：具有长距离相关过程和有限缓冲区容量的自相似排队网络中的加速缓冲区溢出仿真
5. Stable self-similar and locally self-similar random processes: Stochastic properties, parameter estimation, and simulation. [D] . Stoev, Stilian Atanasov. 2005

机译：稳定的自相似和局部自相似的随机过程：随机属性，参数估计和仿真。
6. Convergence rates in the law of large numbers for long-range dependent linear processes [O] . Tao Zhang, Pingyan Chen, Soo Hak Sung -1

机译：长期依赖线性过程的大数定律收敛速度
7. DEGENERATE SELF-SIMILAR MEASURES, SPECTRAL ASYMPTOTICS AND SMALL DEVIATIONS OF GAUSSIAN PROCESSES [O] . A. I. Nazarov, I. A. Sheipak 2016

机译：高斯过程的退化自相似测度，谱空间和小偏差

Some Spectral Ideas Applied to Finance and to Self-similar and Long-range Dependent Processes

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