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Total of 12 results found in site

6: Paper Source PDF document

Paper's Title:

Long Correlations Applied to the Study of Agricultural Indices in Comparison with the S&P500 index

Author(s):

M. C. Mariani, J. Libbin, M.P. Beccar Varela,
V. Kumar Mani, C. Erickson, D.J. Valles Rosales

Department of Mathematical Sciences,
Science Hall 236, New Mexico State University,
Las Cruces, NM 88003-8001,
USA.
mmariani@nmsu.edu 
 
 

Abstract:

Long-time correlations in agricultural indices are studied and their behavior is compared to the well-established S&P500 index. Hurst exponent and Detrended Fluctuation Analysis (DFA) techniques are used in this analysis. We detected long-correlations in the agricultural indices and briefly discussed some features specific in comparison to the S&P500 index.



5: Paper Source PDF document

Paper's Title:

Normalized Truncated Levy models applied to the study of Financial Markets

Author(s):

M. C. Mariani, K. Martin, D. W. Dombrowski and D. Martinez

Department of Mathematical Sciences and Department of Finance,
New Mexico State University, P.O. Box 30001
Department 3MB Las Cruces, New Mexico 88003-8001
USA.
mmariani@nmsu.edu
kjmartin@nmsu.edu


Abstract:

This work is devoted to the study of the statistical properties of financial instruments from developed markets. We performed a new analysis of the behavior of companies corresponding to the DJIA index, and of the index itself, by using a normalized Truncated Levy walk model. We conclude that the Truncated Levy distribution describes perfectly the evolution of the companies and of the index near a crash.



1: Paper Source PDF document

Paper's Title:

The Convergence of Modified Mann-Ishikawa Iterations when Applied to an Asymptotically Pseudocontractive Map

Author(s):

S. Soltuz

Departamento de Matematicas, Universidad de Los Andes, Carrera 1
No. 18A-10, Bogota,
Colombia
and
``T. Popoviciu" Institute of Numerical Analysis
Cluj-Napoca,
Romania
smsoltuz@gmail.com
URL:http://www.uniandes.edu.co/


Abstract:

We prove that under minimal conditions the modified Mann and Ishikawa iterations converge when dealing with an asymptotically pseudocontractive map. We give an affirmative answer to the open question from C.E. Chidume and H. Zegeye, Approximate fixed point sequences and convergence theorems for asymptotically pseudocontractive mappings, J. Math. Anal. Appl., 278 (2003), 354--366.


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