- multifractal process
- мультифрактальный процесс
The New English-Russian Dictionary of Radio-electronics. F.V Lisovsky . 2005.
multifractal process
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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
Detrended fluctuation analysis — In stochastic processes, chaos theory and time series analysis, detrended fluctuation analysis (DFA) is a method for determining the statistical self affinity of a signal. It is useful for analysing time series that appear to be long memory… … 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
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
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
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
Fractional Brownian motion — A normalized fractional Brownian motion (denoted fBm) B^H(t) on [0,T] , Tin mathbb{R} is a continuous time Gaussian process starting at zero, with mean zero, and having the following correlation function::E [B^H(t) B^H(s)] =frac{1}{2}… … Wikipedia
Баланкин, Александр Сергеевич — Александр Сергеевич Баланкин российский физик, доктор физико математических наук … Википедия
Баланкин — Баланкин, Александр Сергеевич Александр Сергеевич Баланкин Русский физик, доктор физико математических наук, профессор, член Консультативного Совета по делам науки при … Википедия
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
