Some properties of conditional partial moments in the context of stochastic modelling
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DOI: 10.1007/s00362-017-0904-x
Abstract: There are many practical situations where the access to conditional distributions are more likely than to their joint distribution. In the present paper we study partial moments in the conditional setup. It is shown that… read more here.
Keywords: conditional partial; partial moments; properties conditional; context stochastic ... See more keywords
Stochastic Modelling of Big Data in Finance
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DOI: 10.1007/s11009-020-09826-6
Abstract: We present a new approach to study big data in finance (specifically, in limit order books), based on stochastic modelling of price changes associated with high-frequency and algorithmic trading. We introduce a big data in… read more here.
Keywords: big data; finance; modelling big; stochastic modelling ... See more keywords
Stochastic modelling of collective motor protein transport through a crossing of microtubules.
Sign Up to like & getrecommendations! Published in 2020 at "Journal of theoretical biology"
DOI: 10.1016/j.jtbi.2020.110370
Abstract: The cytoskeleton in eukaryotic cells plays several crucial roles. In terms of intracellular transport, motor proteins use the cytoskeletal filaments as a backbone along which they can actively transport biological cargos such as vesicles carrying… read more here.
Keywords: collective motor; transport; modelling collective; motor protein ... See more keywords
Stochastic modelling of the dynamics of infections caused by the SARS-CoV-2 and COVID-19 under various conditions of lockdown, quarantine, and testing
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DOI: 10.1016/j.rinp.2021.104573
Abstract: We develop a mathematical model for the transmission and spread of infections caused by the severe acute respiratory syndrome coronavirus 2 (SAR-CoV-2) which causes the coronavirus disease 2019 (COVID-19), a disease that has since been… read more here.
Keywords: modelling dynamics; infections caused; dynamics infections; stochastic modelling ... See more keywords
COVID-19 deterministic and stochastic modelling with optimized daily vaccinations in Saudi Arabia
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DOI: 10.1016/j.rinp.2021.104629
Abstract: In this paper, we investigate the stochastic nature of the COVID-19 temporal dynamics by generating a fractional-order dynamic model and a fractional-order-stochastic model. Initially, we considered the first and second vaccination doses as multiple vaccinations… read more here.
Keywords: optimized daily; covid deterministic; modelling optimized; deterministic stochastic ... See more keywords
Stochastic modelling of non-stationary financial assets.
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DOI: 10.1063/1.5010613
Abstract: We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can… read more here.
Keywords: modelling non; financial assets; stationary financial; non stationary ... See more keywords
Stochastic modelling of bird flocks: accounting for the cohesiveness of collective motion
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DOI: 10.1098/rsif.2021.0745
Abstract: Collective behaviour can be difficult to discern because it is not limited to animal aggregations such as flocks of birds and schools of fish wherein individuals spontaneously move in the same way despite the absence… read more here.
Keywords: bird; stochastic modelling; modelling bird; bird flocks ... See more keywords