线线.

Haochun Ma1,2, Davide Prosperino1,2, Alexander Haluszczynski2

  • 1Department of Physics, Ludwig-Maximilians-Universität München, Schellingstraße 4, Munich 80799, Germany.

Chaos (Woodbury, N.Y.)
|November 12, 2024
PubMed
概括

金融市场表现出显著的非线性因果关系,传统的线性相关性措施忽略了这一点. 本研究引入了一个框架来量化非线性因果关系,以改善交易和风险管理.

相关概念视频

Classification of Systems-I01:26

Classification of Systems-I

Linearity is a system property characterized by a direct input-output relationship, combining homogeneity and additivity.
Homogeneity dictates that if an input x(t) is multiplied by a constant c, the output y(t) is multiplied by the same constant. Mathematically, this is expressed as:
169
Linear Approximation in Frequency Domain01:26

Linear Approximation in Frequency Domain

Linear systems are characterized by two main properties: superposition and homogeneity. Superposition allows the response to multiple inputs to be the sum of the responses to each individual input. Homogeneity ensures that scaling an input by a scalar results in the response being scaled by the same scalar.
In contrast, nonlinear systems do not inherently possess these properties. However, for small deviations around an operating point, a nonlinear system can often be approximated as linear....
85
Nonlinear Pharmacokinetics: Causes of Nonlinearity01:22

Nonlinear Pharmacokinetics: Causes of Nonlinearity

Nonlinearity in drug pharmacokinetics is caused by various factors influencing how a drug is absorbed, distributed, metabolized, and excreted. Understanding these nonlinear processes is crucial for predicting drug behavior in the body and optimizing drug dosing regimens.
Nonlinear drug absorption can occur when the process is rate-limited by solubility, carrier-mediated transport systems, or saturation of the presystemic gut wall or hepatic metabolism. For instance, high doses of riboflavin...
132
Linear time-invariant Systems01:23

Linear time-invariant Systems

A system is linear if it displays the characteristics of homogeneity and additivity, together termed the superposition property. This principle is fundamental in all linear systems. Linear time-invariant (LTI) systems include systems with linear elements and constant parameters.
The input-output behavior of an LTI system can be fully defined by its response to an impulsive excitation at its input. Once this impulse response is known, the system's reaction to any other input can be...
216
Nonlinear Pharmacokinetics: Overview01:19

Nonlinear Pharmacokinetics: Overview

Nonlinear or dose-dependent pharmacokinetics is a phenomenon that occurs when the pharmacokinetic parameters of certain drugs deviate from linear pharmacokinetics at higher doses. These drugs do not follow the expected first-order kinetics, where the rate of drug elimination is directly proportional to the drug concentration. Instead, they exhibit a nonlinear relationship, which can be attributed to several factors.
Nonlinearity can arise due to the saturation of plasma protein-binding or...
282
Linear Approximation in Time Domain01:21

Linear Approximation in Time Domain

Nonlinear systems often require sophisticated approaches for accurate modeling and analysis, with state-space representation being particularly effective. This method is especially useful for systems where variables and parameters vary with time or operating conditions, such as in a simple pendulum or a translational mechanical system with nonlinear springs.
For a simple pendulum with a mass evenly distributed along its length and the center of mass located at half the pendulum's length,...
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