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One of the popular dynamics on complex networks is the epidemic spreading. An epidemic model describes how infections spread throughout a network. Among the compartmental models used to describe epide...
Response of double-auction markets to instantaneous Selling-Buying signals with stochastic Bid-Ask spread
Bid-Ask spread Response function Minority game Stochastic process Econophysics
2010/11/9
Statistical properties of double-auction markets with Bid-Ask spread in market order are investigated through the response function. We first attempt to utilize the so-called Madhavan-Richardson-Rooma...
Data Driven Computing by the Morphing Fast Fourier Transform Ensemble Kalman Filter in Epidemic Spread Simulations
Data Driven Computing Morphing Fast Fourier Transform Ensemble Kalman Filter Epidemic Spread Simulations
2010/3/11
The FFT EnKF data assimilation method is proposed and applied to a stochastic
cell simulation of an epidemic, based on the S-I-R spread model. The FFT EnKF
combines spatial statistics and ensemble f...