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Non-Gaussian Price Dynamics and Implications for Option Pricing
(2012)
It is well known that the probability distribution of stock returns is non-Gaussian. The tails of the distribution are too “fat,” meaning that extreme price movements, such as stock market crashes, occur more often than ...
Coloring Non-Gaussian Sequences
(Ieee-inst Electrical Electronics Engineers IncPiscatawayEUA, 2008)
Non-Gaussian effects on quantum entropies
(Elsevier, 2012-03-15)
Non-Gaussian CMB and LSS statistics beyond polyspectra
(IOP Publishing, 2020)
Cosmic inflation may have led to non-Gaussian initial conditions that cannot be fully parametrised by 3- and/or 4-point functions. In this work, we discuss various strategies to search for primordial non-Gaussianity beyond ...
EMD of Gaussian White Noise: Effects of Signal Length and Sifting Number on the Statistical Properties of Intrinsic Mode Functions
(World Scientific Publishing, 2009-09)
This work presents a discussion on the probability density function of Intrinsic Mode Functions (IMFs) provided by the Empirical Mode Decomposition of Gaussian white noise, based on experimental simulations. The influence ...
Nonlinear Dynamics for the prediction of Statistical Distributions: An Operational Research perspective
(2013)
A semantic connection between nonlinear or linear dynamical systems and statistical Gaussian distributions is developed as a theory. This connection is applied to predict changes in the Gaussian distribution when models ...
Non-additive model for specific heat of electrons
(Elsevier, 2016-10-14)
Assessing the accuracy of sequential gaussian simulation through statistical testing
(Springer, 2017)
Sequential Gaussian simulation is one of the most widespread algorithms for simulating regionalized variables in the earth sciences. Simplicity and flexibility of this algorithm are the most important reasons that make it ...
Fundamentação cinética da estatística não gaussiana : efeitos em politrópicas
(Universidade Federal do Rio Grande do NorteBRUFRNPrograma de Pós-Graduação em FísicaFísica da Matéria Condensada; Astrofísica e Cosmologia; Física da Ionosfera, 2011-09-19)
Considering a non-relativistic ideal gas, the standard foundations of
kinetic theory are investigated in the context of non-gaussian statistical mechanics
introduced by Kaniadakis. The new formalism is based on the ...
Origin of ultra-light fields during ination and their suppressed non-Gaussianity
(IOP Publishing, 2020)
We study the structure of multi-field inflation models where the primordial curvature perturbation is able to vigorously interact with an ultra-light isocurvature field - a massless fluctuation orthogonal to the background ...