Mathematical Modeling of Layered Nanocomposite of Fractal Structure
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Matthieu Garcin, 2019. "Hurst Exponents And Delampertized Fractional Brownian Motions," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(05), pages 1-26, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Dostonjon Barotov & Aleksey Osipov & Sergey Korchagin & Ekaterina Pleshakova & Dilshod Muzafarov & Ruziboy Barotov & Denis Serdechnyy, 2021. "Transformation Method for Solving System of Boolean Algebraic Equations," Mathematics, MDPI, vol. 9(24), pages 1-12, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Ayoub Ammy-Driss & Matthieu Garcin, 2021. "Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics," Working Papers hal-02903655, HAL.
- Ayoub Ammy-Driss & Matthieu Garcin, 2020. "Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics," Papers 2007.10727, arXiv.org, revised Nov 2021.
- Matthieu Garcin, 2021. "Forecasting with fractional Brownian motion: a financial perspective," Papers 2105.09140, arXiv.org, revised Sep 2021.
- Matthieu Garcin, 2019. "Fractal analysis of the multifractality of foreign exchange rates [Analyse fractale de la multifractalité des taux de change]," Working Papers hal-02283915, HAL.
- Ammy-Driss, Ayoub & Garcin, Matthieu, 2023. "Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 609(C).
- Brouty, Xavier & Garcin, Matthieu, 2024. "Fractal properties, information theory, and market efficiency," Chaos, Solitons & Fractals, Elsevier, vol. 180(C).
- Matthieu Garcin, 2021. "Forecasting with fractional Brownian motion: a financial perspective," Working Papers hal-03230167, HAL.
- Matthieu Garcin & Martino Grasselli, 2022. "Long versus short time scales: the rough dilemma and beyond," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 257-278, June.
- Rupel Nargunam & Ananya Lahiri, 2022. "Persistence in daily returns of stocks with highest market capitalization in the Indian market," Digital Finance, Springer, vol. 4(4), pages 341-374, December.
- Xavier Brouty & Matthieu Garcin, 2022. "A statistical test of market efficiency based on information theory," Papers 2208.11976, arXiv.org.
- Massimiliano Frezza & Sergio Bianchi & Augusto Pianese, 2022. "Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process," Computational Management Science, Springer, vol. 19(1), pages 99-132, January.
- Matthieu Garcin & Martino Grasselli, 2020. "Long vs Short Time Scales: the Rough Dilemma and Beyond," Papers 2008.07822, arXiv.org, revised Nov 2021.
- Xavier Brouty & Matthieu Garcin, 2022. "A statistical test of market efficiency based on information theory," Working Papers hal-03760478, HAL.
More about this item
Keywords
composite materials; fractional model; mathematical modeling; fractals; nonlinear dynamics;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:9:y:2021:i:13:p:1541-:d:586618. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.