75 research outputs found
The adaptiveness in stock markets: testing the stylized facts in the DAX 30
© 2017, Springer-Verlag Berlin Heidelberg. By testing a simple asset pricing model of heterogeneous agents to characterize the power-law behavior of the DAX 30 from 1975 to 2007, we provide supporting evidence on empirical findings that investors and fund managers use combinations of fixed and switching strategies based on fundamental and technical analysis when making investment decisions. A mechanism analysis based on the calibrated model provides a behavioral insight into the explanatory power of rational switching behavior of investors on the volatility clustering and long range dependence in return volatility
Review of the Electronic, Optical, and Magnetic Properties of Graphdiyne: From Theories to Experiments
Codes and data for "Evaluating alluvial stratigraphic response to cyclic and non-cyclic upstream forcing through process-based alluvial architecture modelling".
With this dataset generated using the method by Karssenberg and Bridge (2008), we are able to evaluate the impact of cyclic and non-cyclic upstream forcing on alluvial stratigraphy through a process-based alluvial architecture model. We find cyclic alluvial stratigraphic patterns to occur when there is cyclicity in the ratio of sediment supply over water discharge (Qs/Qw ratio), in the precondition that the allogenic forcing has sufficiently large amplitudes and long, but not very long, wavelengths, depending on inherent properties of the modelled basin (e.g. basin subsidence, size, slope, etc). Each alluvial stratigraphic cycle consists of two phases: an aggradation phase characterized by rapid sedimentation due to frequent channel shifting and a non-deposition phase characterized by channel belt stability and, depending on Qs/Qw amplitudes, incision. Larger Qs/Qw ratio amplitudes contribute to weaker downstream signal shredding by stochastic components in the model. Floodplain topographic differences are found to be compensated by autogenic dynamics at certain compensational time scales in fully autogenic runs, while the presence of allogenic forcing clearly impacts the compensational stacking patterns
Recent progress on excitation and manipulation of spin-waves in spin Hall nano-oscillators
New well pattern optimization methodology in mature low-permeability anisotropic reservoirs
Symmetry reductions, exact solutions, stability analysis and conservation laws of time-fractional Sharma–Tasso–Olever equation
Powering China's Sustainable Development with Renewable Energies: Current Status and Future Trend
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