摘要翻译:
我们考虑随机点过程产生的时间序列表现出谱和分布密度的幂律(Phys.Rev.E71,051105(2005)),并应用它们来建模金融市场的交易活动和语言中单词出现的频率。
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英文标题:
《Point Processes Modeling of Time Series Exhibiting Power-Law Statistics》
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作者:
B. Kaulakys, M. Alaburda, V. Gontis
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最新提交年份:
2010
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分类信息:
一级分类:Physics 物理学
二级分类:Data Analysis, Statistics and Probability
数据分析、统计与概率
分类描述:Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件:数据处理与存储;测量方法;统计和数学方面,如参数化和不确定性。
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一级分类:Quantitative Finance 数量金融学
二级分类:Statistical Finance 统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要:
We consider stochastic point processes generating time series exhibiting power laws of spectrum and distribution density (Phys. Rev. E 71, 051105 (2005)) and apply them for modeling the trading activity in the financial markets and for the frequencies of word occurrences in the language.
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PDF链接:
https://arxiv.org/pdf/1001.2639