Search results for "Stochastic Processe"

showing 10 items of 111 documents

Stochastic dynamics of leukemic cells under an intermittent targeted therapy

2009

The evolutionary dynamics of cancerous cell populations in a model of Chronic Myeloid Leukemia (CML) is investigated in the presence of an intermittent targeted therapy. Cancer development and progression is modeled by simulating the stochastic evolution of initially healthy cells which can experience genetic mutations and modify their reproductive behavior, becoming leukemic clones. Front line therapy for the treatment of patients affected by CML is based on the administration of tyrosine kinase inhibitors, namely imatinib (Gleevec) or, more recently, dasatinib or nilotinib. Despite the fact that they represent the first example of a successful molecular targeted therapy, the development o…

Statistics and ProbabilityComplex systemsmedicine.medical_treatmentModels BiologicalPiperazinesSettore FIS/03 - Fisica Della MateriaCancer evolutionTargeted therapyLeukemia Myelogenous Chronic BCR-ABL Positivehemic and lymphatic diseasesStochastic dynamics; Cancer evolution; Complex systemsHumansMedicineComputer SimulationStochastic dynamicMolecular Targeted TherapyProtein Kinase InhibitorsEcology Evolution Behavior and SystematicsStochastic Processesbusiness.industryApplied MathematicsMyeloid leukemiaImatinibmedicine.diseaseSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)DasatinibLeukemiaPyrimidinesImatinib mesylateNilotinibStochastic dynamics Monte Carlo simulationBenzamidesImmunologyCancer cellDisease ProgressionImatinib MesylateCancer researchbusinessmedicine.drug
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Modeling the coupled return-spread high frequency dynamics of large tick assets

2015

Large tick assets, i.e. assets where one tick movement is a significant fraction of the price and bid-ask spread is almost always equal to one tick, display a dynamics in which price changes and spread are strongly coupled. We introduce a Markov-switching modeling approach for price change, where the latent Markov process is the transition between spreads. We then use a finite Markov mixture of logit regressions on past squared returns to describe the dependence of the probability of price changes. The model can thus be seen as a Double Chain Markov Model. We show that the model describes the shape of return distribution at different time aggregations, volatility clustering, and the anomalo…

Statistics and ProbabilityComputer Science::Computer Science and Game TheoryVolatility clusteringQuantitative Finance - Trading and Market MicrostructureMarkov chainLogitMarkov processStatistical and Nonlinear PhysicsMarkov modelmodels of financial markets nonlinear dynamics stochastic processesTrading and Market Microstructure (q-fin.TR)FOS: Economics and businesssymbols.namesakesymbolsEconometricsKurtosisFraction (mathematics)Almost surelyStatistics Probability and Uncertainty60J20Mathematics
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Estimating the decomposition of predictive information in multivariate systems

2015

In the study of complex systems from observed multivariate time series, insight into the evolution of one system may be under investigation, which can be explained by the information storage of the system and the information transfer from other interacting systems. We present a framework for the model-free estimation of information storage and information transfer computed as the terms composing the predictive information about the target of a multivariate dynamical process. The approach tackles the curse of dimensionality employing a nonuniform embedding scheme that selects progressively, among the past components of the multivariate process, only those that contribute most, in terms of co…

Statistics and ProbabilityComputer scienceEntropyTRANSFER ENTROPYStochastic ProcesseInformation Storage and RetrievalheartAPPROXIMATE ENTROPYMaximum entropy spectral estimationInformation theoryGRANGER CAUSALITYJoint entropyNonlinear DynamicMECHANISMSBinary entropy functionTheoreticalHeart RateModelsInformationSLEEP EEGStatisticsOSCILLATIONSTOOLEntropy (information theory)Multivariate AnalysiElectroencephalography; Entropy; Heart Rate; Information Storage and Retrieval; Linear Models; Nonlinear Dynamics; Sleep; Stochastic Processes; Models Theoretical; Multivariate AnalysisConditional entropyStochastic ProcessesHEART-RATE-VARIABILITYCOMPLEXITYConditional mutual informationBrainElectroencephalographyModels TheoreticalScience GeneralCondensed Matter PhysicscardiorespiratoryNonlinear DynamicsPHYSIOLOGICAL TIME-SERIESSettore ING-INF/06 - Bioingegneria Elettronica E InformaticaMultivariate AnalysisLinear ModelsLinear ModelTransfer entropySleepAlgorithmStatistical and Nonlinear Physic
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Stochastic model for the epitaxial growth of two-dimensional islands in the submonolayer regime

2016

The diffusion-based growth of islands composed of clusters of metal atoms on a substrate is considered in the aggregation regime. A stochastic approach is proposed to describe the dynamics of island growth based on a Langevin equation with multiplicative noise. The distribution of island sizes, obtained as a solution of the corresponding Fokker-Planck equation, is derived. The time-dependence of island growth on its fractal dimension is analysed. The effect of mobility of the small islands on the growth of large islands is considered. Numerical simulations are in a good agreement with theoretical results.

Statistics and ProbabilityMaterials scienceCondensed matter physicsStochastic modellingStatistical and Nonlinear Physics02 engineering and technology021001 nanoscience & nanotechnology01 natural sciencesdiffusion-limited aggregation (theory)0103 physical sciencesstochastic processes (theory) diffusionStatistics Probability and Uncertaintydendritic growth (theory)010306 general physics0210 nano-technologydendritic growth (theory); diffusion-limited aggregation (theory); stochastic processes (theory) diffusion; Statistics and Probability; Statistical and Nonlinear Physics; Statistics Probability and UncertaintyStatistical and Nonlinear PhysicJournal of Statistical Mechanics: Theory and Experiment
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Calibration of optimal execution of financial transactions in the presence of transient market impact

2012

Trading large volumes of a financial asset in order driven markets requires the use of algorithmic execution dividing the volume in many transactions in order to minimize costs due to market impact. A proper design of an optimal execution strategy strongly depends on a careful modeling of market impact, i.e. how the price reacts to trades. In this paper we consider a recently introduced market impact model (Bouchaud et al., 2004), which has the property of describing both the volume and the temporal dependence of price change due to trading. We show how this model can be used to describe price impact also in aggregated trade time or in real time. We then solve analytically and calibrate wit…

Statistics and ProbabilityMathematical optimizationQuantitative Finance - Trading and Market MicrostructureStatistical Finance (q-fin.ST)Financial market Econophysics stochastic processesFinancial assetComputer scienceVolume (computing)Efficient frontierQuantitative Finance - Statistical FinanceStatistical and Nonlinear PhysicsRisk neutralTrading and Market Microstructure (q-fin.TR)FOS: Economics and businessOrder (exchange)Financial transactionfinancial instruments and regulation models of financial markets risk measure and managementTransient (computer programming)Statistics Probability and UncertaintyMarket impact
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On a set of data for the membrane potential in a neuron

2006

We consider a set of data where the membrane potential in a pyramidal neuron is measured almost continuously in time, under varying experimental conditions. We use nonparametric estimates for the diffusion coefficient and the drift in view to contribute to the discussion which type of diffusion process is suitable to model the membrane potential in a neuron (more exactly: in a particular type of neuron under particular experimental conditions).

Statistics and ProbabilityModels NeurologicalNeural ConductionAction PotentialsTetrodotoxinType (model theory)Statistics NonparametricGeneral Biochemistry Genetics and Molecular BiologyMembrane PotentialsSet (abstract data type)MiceStatisticsAnimalsDiffusion (business)MathematicsCerebral CortexNeuronsMembrane potentialStochastic ProcessesQuantitative Biology::Neurons and CognitionGeneral Immunology and MicrobiologyStochastic processPyramidal CellsApplied MathematicsNonparametric statisticsGeneral MedicineElectrophysiologyElectrophysiologynervous systemDiffusion processModeling and SimulationPotassiumGeneral Agricultural and Biological SciencesBiological systemAlgorithmsMathematical Biosciences
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Ancestral processes in population genetics-the coalescent.

2000

A special stochastic process, called the coalescent, is of fundamental interest in population genetics. For a large class of population models this process is the appropriate tool to analyse the ancestral structure of a sample of n individuals or genes, if the total number of individuals in the population is sufficiently large. A corresponding convergence theorem was first proved by Kingman in 1982 for the Wright-Fisher model and the Moran model. Generalizations to a large class of exchangeable population models and to models with overlying mutation processes followed shortly later. One speaks of the "robustness of the coalescent, as this process appears in many models as the total populati…

Statistics and ProbabilityPopulationIdealised populationPopulation DynamicsWatterson estimatorPopulation geneticsBiologyGeneral Biochemistry Genetics and Molecular BiologyCoalescent theoryEconometricsQuantitative Biology::Populations and EvolutionAnimalsSelection GeneticeducationRecombination Geneticeducation.field_of_studyStochastic ProcessesModels StatisticalGeneral Immunology and MicrobiologyModels GeneticStochastic processApplied MathematicsRobustness (evolution)General MedicinePopulation modelEvolutionary biologyModeling and SimulationMutationGeneral Agricultural and Biological SciencesJournal of theoretical biology
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Volatility in Financial Markets: Stochastic Models and Empirical Results

2002

We investigate the historical volatility of the 100 most capitalized stocks traded in US equity markets. An empirical probability density function (pdf) of volatility is obtained and compared with the theoretical predictions of a lognormal model and of the Hull and White model. The lognormal model well describes the pdf in the region of low values of volatility whereas the Hull and White model better approximates the empirical pdf for large values of volatility. Both models fails in describing the empirical pdf over a moderately large volatility range.

Statistics and ProbabilityStatistical Finance (q-fin.ST)Statistical Mechanics (cond-mat.stat-mech)Stochastic modellingEconophysicFinancial marketFOS: Physical sciencesQuantitative Finance - Statistical FinanceStatistical and Nonlinear PhysicsProbability density functionStochastic processeCondensed Matter PhysicsEmpirical probabilitySettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)FOS: Economics and businessVolatilityLognormal modelHullEconomicsEconometricsMathematical PhysicVolatility (finance)Condensed Matter - Statistical Mechanics
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Misinterpretation risks of global stochastic optimisation of kinetic models revealed by multiple optimisation runs

2016

Abstract One of use cases for metabolic network optimisation of biotechnologically applied microorganisms is the in silico design of new strains with an improved distribution of metabolic fluxes. Global stochastic optimisation methods (genetic algorithms, evolutionary programing, particle swarm and others) can optimise complicated nonlinear kinetic models and are friendly for unexperienced user: they can return optimisation results with default method settings (population size, number of generations and others) and without adaptation of the model. Drawbacks of these methods (stochastic behaviour, undefined duration of optimisation, possible stagnation and no guaranty of reaching optima) cau…

Statistics and ProbabilitySucroseMathematical optimizationComputer scienceSystems biology0206 medical engineeringMetabolic network02 engineering and technologyModels BiologicalGeneral Biochemistry Genetics and Molecular Biology03 medical and health sciencesYeastsConvergence (routing)HomeostasisUse caseLimit (mathematics)030304 developmental biologyStochastic Processes0303 health sciencesGeneral Immunology and MicrobiologyApplied MathematicsParticle swarm optimizationGeneral MedicineEnzymesSaccharumConstraint (information theory)Nonlinear systemModeling and SimulationGeneral Agricultural and Biological SciencesMetabolic Networks and Pathways020602 bioinformaticsMathematical Biosciences
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Understanding the determinants of volatility clustering in terms of stationary Markovian processes

2016

Abstract Volatility is a key variable in the modeling of financial markets. The most striking feature of volatility is that it is a long-range correlated stochastic variable, i.e. its autocorrelation function decays like a power-law τ − β for large time lags. In the present work we investigate the determinants of such feature, starting from the empirical observation that the exponent β of a certain stock’s volatility is a linear function of the average correlation of such stock’s volatility with all other volatilities. We propose a simple approach consisting in diagonalizing the cross-correlation matrix of volatilities and investigating whether or not the diagonalized volatilities still kee…

Statistics and ProbabilityVolatility clusteringVolatility Econophysics Long-range correlation Stochastic processes First passage timeStochastic volatilityProbability density functionCondensed Matter PhysicsSABR volatility model01 natural sciencesSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)010305 fluids & plasmasHeston modelFinancial models with long-tailed distributions and volatility clustering0103 physical sciencesForward volatilityEconometricsVolatility (finance)010306 general physicsMathematics
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