The Experts below are selected from a list of 304911 Experts worldwide ranked by ideXlab platform

Sergey A Kamenshchikov - One of the best experts on this subject based on the ideXlab platform.

  • transport catastrophe analysis as an alternative to a fractal Description Theory and application to financial crisis time series
    arXiv: Statistical Finance, 2014
    Co-Authors: Sergey A Kamenshchikov
    Abstract:

    The goal of this investigation was to overcome limitations of a persistency analysis, introduced by Benoit Mandelbrot for fractal Brownian processes: nondifferentiability, Brownian nature of process and a linear memory measure. We have extended a sense of a Hurst factor by consideration of a phase diffusion power law. It was shown that pre-catastrophic stabilization as an indicator of bifurcation leads to a new minimum of momentary phase diffusion, while bifurcation causes an increase of the momentary transport. Basic conclusions of a diffusive analysis have been compared to the Lyapunov stability model. An extended Reynolds parameter has been introduces as an indicator of phase transition. A combination of diffusive and Reynolds analysis has been applied for a Description of a time series of Dow Jones Industrial weekly prices for a world financial crisis of 2007-2009. Diffusive and Reynolds parameters shown an extreme values in October 2008 when a mortgage crisis was fixed. A combined R/D Description allowed distinguishing of short-memory and long memory shifts of a market evolution. It was stated that a systematic large scale failure of a financial system has begun in October 2008 and started fading in February 2009.

  • Transport Catastrophe Analysis as an Alternative to a Monofractal Description: Theory and Application to Financial Time Series
    viXra, 2014
    Co-Authors: Sergey A Kamenshchikov
    Abstract:

    The goal of this investigation was to overcome limitations of a persistency analysis, introduced by Benoit Mandelbrot for monofractal Brownian processes: nondifferentiability, Brownian nature of process and a linear memory measure. We have extended a sense of a Hurst factor by consideration of a phase diffusion power law. It was shown that pre-catastrophic stabilization as an indicator of bifurcation leads to a new minimum of momentary phase diffusion, while bifurcation causes an increase of the momentary transport. An efficiency of a diffusive analysis has been experimentally compared to the Reynolds stability model application. An extended Reynolds parameter has been introduces as an indicator of phase transition. A combination of diffusive and Reynolds analysis has been applied for a Description of a time series of Dow Jones Industrial weekly prices for a world financial crisis of 2007-2009. Diffusive and Reynolds parameters shown an extreme values in October 2008 when a mortgage crisis was fixed. A combined R/D Description allowed distinguishing of market evolution short-memory and long memory shifts. It was stated that a systematic large scale failure of a financial system has begun in October 2008 and started fading in February 2009.

Nicolas Normand - One of the best experts on this subject based on the ideXlab platform.

  • Internet Distributed Image Information System
    Integrated Computer-Aided Engineering, 2001
    Co-Authors: Jean-pierre Guédon, Benoît Parrein, Nicolas Normand
    Abstract:

    A new IP multimedia distributed system is presented. The two main functionalities are error-resilience for image and video transmission and storage and distribution of partial information among several servers in order to use different internet routes. The system is based on a redundant transform called the Mojette transform that projects the original information into different pieces. Our group has developed this transform for the last five years. The main theoretical results of the Mojette transform are recalled for the 2-D and 3-D cases. The transform is then used to break a data volume into several pieces and to transmit or store them with several levels of redundancy such that a receiver is able to reconstruct the original message by a subset of pieces despite erasures. The second main feature is to provide insufficient pieces onto a single server to avoid a network information theft whereas being able to use the redundancy located on other servers to rebuild the information after the network destruction of a server. The characteristics of this distributed system are exemplified. The relationships with quality of service and multiple Description Theory are analyzed and exemplified with the telemedecine case. Finally, a multiple Description scheme with prioritized flows is defined and implemented. The Mojette operators and the resultant multimedia distributed architecture is valid both for any multimedia signals (image, video, voice) to be encoded and those already encoded and available as bit streams.

Zhang Wei-jia - One of the best experts on this subject based on the ideXlab platform.

  • Robbe-Grillet's Theory on Matter Description
    Journal of Foshan University, 2005
    Co-Authors: Zhang Wei-jia
    Abstract:

    Robbe-Grillet has never proposed the Theory of matter Description and written such kinds of novels. Theory of matter Description is a misunderstanding which results from stereotyped thinking and cultural advertisement consciousness in the 20th century. There also existed a misunderstanding area of pushing literature to the limit of reality in Robbe-Grillet's early matter Description Theory. Robbe-Grillet was aware of his fault and rectified it. So it is worth-while for us to value his success from his fault.

Duan Feng - One of the best experts on this subject based on the ideXlab platform.

Chen Houqun - One of the best experts on this subject based on the ideXlab platform.

  • BREAKAGE MECHANISM OF SANDSTONE BASED ON UNIAXIAL COMPRESSION CT TEST
    Chinese journal of rock mechanics and engineering, 2006
    Co-Authors: Chen Houqun
    Abstract:

    According to the subarea Description Theory,the experimental data of sandstone under uniaxial compression test are analyzed.Then the regions of safety,damage and breakage of sandstone are obtained under the condition of the partition thresholds ξ1 and ξ 2,which are equal to 50 and 100r,espectively.Simultaneously,the CT numbers in each region are computed.Moreover,the damage evolution ratio and volume strain are calculated,respectively.The damage variables and the information of CT numbers in these spreading regions are obtained.Furthert,he laws and meso-mechanism of the damage evolution are analyzed.The phase,asymmetry and outburst of damage evolution are also proven.Finally,the existence of determined damage threshold is explained from the view of mechanism.