Search results for "libri"
showing 10 items of 1189 documents
Improving Pairs Trading Using Neural Network Techniques and Fundamental Ratios
2020
Pairs trading is a quantitative trading strategy consisting on identifying two stocks that historically move together and, using the assumption that their prices difference has mean- reverting properties, exploit the deviation from the mean by taking long – short position in the chosen pair to profit. Throughout the years, different approaches have been developed in order to exploit this strategy. However, there is little literature who looks whether the divergences in the prices are generated by poor company results, i.e. whether the deviation from the mean are product of bad (or good) fundamentals and are justified, or if they generate a new equilibrium point for the pair. In addition, si…
Probabilistic stability analysis of social obesity epidemic by a delayed stochastic model
2014
Abstract Sufficient conditions for stability in probability of the equilibrium point of a social obesity epidemic model with distributed delay and stochastic perturbations are obtained. The obesity epidemic model is demonstrated on the example of the Region of Valencia, Spain. The considered nonlinear system is linearized in the neighborhood of the positive point of equilibrium and a sufficient condition for asymptotic mean square stability of the zero solution of the constructed linear system is obtained.
On basins of attraction for a predator-prey model via meshless approximation
2016
Abstract. In this work an epidemiological predator-prey model is studied. It analyzes the spread of an infectious disease with frequency-dependent and vertical transmission within the predator population. In particular we consider social predators, i.e. they cooperate in groups to hunt. The result is a three-dimensional system in which the predator population is divided into susceptible and infected individuals. Studying the dynamical system and bifurcation diagrams, a scenario was identified in which the model shows multistability but the domain of attraction of one equilibrium point can be so small that it is almost the point itself. From a biological point of view it is important to anal…
Evolutionary Game Dynamics for Collective Decision Making in Structured and Unstructured Environments
2017
Abstract For a large population of players we consider a collective decision making process with three possible choices: option A or B or no option. The more popular option is more likely to be chosen by uncommitted players and cross-inhibitory signals can be sent to attract players committed to a different option. This model originates in the context of honeybees swarms, and we generalise it to accommodate other applications such as duopolistic competition and opinion dynamics. The first contribution is an evolutionary game model and a corresponding new game dynamics called expected gain pairwise comparison dynamics explaining how the strategic behaviour of the players may lead to deadlock…
Regular and singular pulse and front solutions and possible isochronous behavior in the short-pulse equation: Phase-plane, multi-infinite series and …
2014
In this paper we employ three recent analytical approaches to investigate the possible classes of traveling wave solutions of some members of a family of so-called short-pulse equations (SPE). A recent, novel application of phase-plane analysis is first employed to show the existence of breaking kink wave solutions in certain parameter regimes. Secondly, smooth traveling waves are derived using a recent technique to derive convergent multi-infinite series solutions for the homoclinic (heteroclinic) orbits of the traveling-wave equations for the SPE equation, as well as for its generalized version with arbitrary coefficients. These correspond to pulse (kink or shock) solutions respectively o…
Stability of the equilibrium state of the equation system of a viscous barotropic gas in the model of atmosphere
2006
We consider the system of equations of viscous gas motion whose pressure is related to the density by the law $p = h \varrho^\gamma$ with 1<γ <2, in a domain defined by two levels of geopotential. Under the force due to geopotential and the Coriolis force, we prove the stability of the equilibrium state in a suitable Sobolev space. Keywords: Viscous barotropic gas, Equilibrium state, Coriolis force Mathematics Subject Classification (2000): 35Q35, 76N15
Desychronization of one-parameter families of stable vector fields
2005
Given a one-parameter family of vector fields on , Fλ(x), , such that for each λ, Fλ has a global asymptotically stable equilibrium point xλ, we construct a vector field on of the form G(λ, x) = (g(λ, x), Fλ(x)) which exhibits chaotic behaviour. This result is an incursion in the inverse problem of master–slave synchronization.This paper discusses self-disorganization of parameter dependent stable vector fields. Motivations are found in applications to drug design: one way to lead an unfriendly organism to death is to destabilize its metabolism. In this paper we envisage the mathematical aspect of the question. We show that for a very stable system (one globally attracting equilibrium state…
Two-Player Noncooperative Games over a Freight Transportation Network''
2004
A game between two players acting on the same road transportation network is considered in this paper. The first player aims at minimizing the transportation costs, whereas the second player aims at maximizing her profit (or, in general, her utility) that is proportional to the flow passing through the arcs under her control. We introduce bilevel linear programming formulations for this problem. We derive conditions of existence and properties of the equilibrium points and propose an algorithm finding a local optimal solution. Finally, we present an application of the model to a real system involving trucks travelling through Europe from a Middle Eastern country.
First-order linear differential equations whose data are complex random variables: Probabilistic solution and stability analysis via densities
2022
[EN] Random initial value problems to non-homogeneous first-order linear differential equations with complex coefficients are probabilistically solved by computing the first probability density of the solution. For the sake of generality, coefficients and initial condition are assumed to be absolutely continuous complex random variables with an arbitrary joint probability density function. The probability of stability, as well as the density of the equilibrium point, are explicitly determined. The Random Variable Transformation technique is extensively utilized to conduct the overall analysis. Several examples are included to illustrate all the theoretical findings.
Restraining approach for the spurious kinematic modes in hybrid equilibrium element
2013
The present paper proposes a rigorous approach for the elimination of spurious kinematic modes in hybrid equilibrium elements, for three well known mesh patches. The approach is based on the identification of the dependent equations in the set of inter-element and boundary equilibrium equations of the sides involved in the spurious kinematic mode. Then the kinematic variables related to the dependent equations are reciprocally constrained and, by application of master slave elimination method, the set of inter-element equilibrium equations is reduced to full rank. The elastic solutions produced by means of the proposed approach verify the homogeneous, the inter-element and the boundary equi…