scholarly journals The Power Law Characteristics of Stock Price Jump Intervals: An Empirical and Computational Experimental Study

Entropy ◽  
2018 ◽  
Vol 20 (4) ◽  
pp. 304 ◽  
Author(s):  
Hongduo Cao ◽  
Hui Ouyang ◽  
Ying Li ◽  
Xiaobin Li ◽  
Ye Chen
Keyword(s):  
Experimental Study ◽  
Power Law ◽  
Stock Price

Settling behavior of non-spherical particles in power-law fluids: Experimental study and model development

Particuology ◽  
2019 ◽  
Vol 46 ◽  
pp. 30-39 ◽  
Author(s):  
Zhengming Xu ◽  
Xianzhi Song ◽  
Gensheng Li ◽  
Zhaoyu Pang ◽  
Zhaopeng Zhu
Keyword(s):  
Experimental Study ◽  
Power Law ◽  
Model Development ◽  
Spherical Particles ◽  
Power Law Fluids ◽  
Settling Behavior

EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL

2003 ◽  
Vol 06 (03) ◽  
pp. 303-312 ◽  
Author(s):  
TAISEI KAIZOJI ◽  
MICHIYO KAIZOJI
Keyword(s):  
Stochastic Model ◽  
Power Law ◽  
Stock Prices ◽  
Stock Price ◽  
Price Index ◽  
Probability Function ◽  
The Other ◽  
Power Law Distribution ◽  
Exponential Distributions ◽  
Daily Data

Recent works by econo-physicists [5,8,15,19] have shown that the probability function of the share returns and the volatility satisfies a power law with an exponent close to 4. On the other hand, we investigated quantitatively the return and the volatility of the daily data of the Nikkei 225 index from 1990 to 2003, and we found that the distributions of the returns and the volatility can be accurately described by the exponential distributions [11]. We then propose a stochastic model of stock markets that can reproduce these empirical laws. In our model the fluctuations of stock prices are caused by interactions among traders. We indicate that the model can reproduce the empirical facts mentioned above. In particular, we show that the interaction strengths among traders are a key variable that can distinguish the emergence of the exponential distribution or the power-law distribution.

scholarly journals Jump Intervals of Stock Price Have Power-Law Distribution: An Empirical Study

2016 ◽  
Vol 06 (05) ◽  
pp. 770-777 ◽  
Author(s):  
Hongduo Cao ◽  
Ying Li ◽  
Huaping He ◽  
Zhi He
Keyword(s):  
Empirical Study ◽  
Power Law ◽  
Stock Price ◽  
Power Law Distribution

Flow of Yield Power Law Fluids in Horizontal Pipes-Flow Field Characterization Using Particle Image Velocimetry Technique

2021 ◽  
Author(s):  
Yanxin (Sussi) Sun ◽  
Abdulla Abou-Kassem ◽  
Majid Bizhani ◽  
Ergun Kuru
Keyword(s):  
Experimental Study ◽  
Flow Field ◽  
Velocity Profile ◽  
Yield Stress ◽  
Power Law ◽  
Pipe Flow ◽  
Hydrodynamic Behaviour ◽  
Yield Stress Fluids ◽  
Power Law Fluids ◽  
Flow Field Characteristics

Abstract Yield Power Law (YPL) rheological model is commonly used to describe the pipe and annular flow of drilling fluids. However, the hydrodynamic behaviour of fluids with yield stress are difficult to predict because they exhibit an inherent plug (solid like) region where the velocity gradient is zero. Moreover, it is not easy to identify the transition between this solid like and liquid regions. Theoretical studies have been conducted in the past to describe YPL fluid flow in pipes and annuli. As a result, several models have been proposed for determining flow field characteristics (e.g. velocity profile, plug width, etc.) and frictional pressure losses. However, most of these models have been validated by limited experimental and/or field data. Similar future modeling studies may benefit from more data collected under controlled experimental conditions. Therefore, we have conducted an experimental study to investigate the hydrodynamic behaviour of yield stress fluids under laminar pipe flow conditions and the results are presented in this paper. Water-based Yield Power Law fluids were prepared by using Carbopol® 940, a synthetic high-molecular-weight polyacrylic acid-based cross-linked polymer. Fluids with yield stresses varying from 0.75 Pa (1.56 lb/100 ft2) to 4.37 Pa (9.13 lb/100 ft2) were obtained by using Carbopol concentrations changing from 0.060% w/w to 0.073% w/w. A 9m long horizontal pipeline with, 95 mm diameter (ID) was used for the experiments. Reynolds number range varying from 97 to 1268 confirmed that all flow field characteristics measurements of YPL fluids were conducted under laminar flow regimes. Experimental study provided detailed information about pipe flow characteristics of yield stress fluids, including full annular velocity profile, near wall velocity profile, wall slip velocity and the plug region thickness. The study was concluded by comparing experimental results (i.e. full velocity profile, frictional pressure loss, and plug width) to predictions of models presented in the literature. Practical implications of the results have also been discussed by considering the hydraulic design of some practical field operations such as hole cleaning.

Experimental Study and Numerical Simulation on the Blistering Defect during Thixocasting

2014 ◽  
Vol 217-218 ◽  
pp. 144-150
Author(s):  
Xiao Gang Hu ◽  
Fan Zhang ◽  
You Feng He ◽  
Stephen Midson ◽  
Qiang Zhu
Keyword(s):  
Numerical Simulation ◽  
Experimental Study ◽  
Shear Rate ◽  
Power Law ◽  
Process Simulation ◽  
Surface Defects ◽  
Solution Treatment ◽  
Filling Process ◽  
Carreau Model ◽  
Rate Range

Blistering is one of the main surface defects of thixocasting parts after solution treatment. In this paper, experimental study about the influence of plunger velocity on blistering problem was carried out, and the blistering level with various velocities was discussed. In addition, a series of simulation work for filling process were performed to analyse the formation mechanism of blister. The results indicate that the power law cut-off model can reflect the thixotropic characteristics better at shear rate range from 100s-1to 500s-1than Carreau model. Based on power law cut-off (PLCO) model, the filling process simulation reveals the air entrapments were caused by poor venting instead of turbulence, either decreasing the filling speed or modification of the die venting system would improve blistering problem.

Why does the power law for stock price hold?

2016 ◽  
Vol 88 ◽  
pp. 19-23 ◽  
Author(s):  
Taisei Kaizoji ◽  
Michiko Miyano
Keyword(s):  
Power Law ◽  
Stock Price
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