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1,981 to 1,990 of 8,105 Results

QDwsgnheatmap.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 785 B - MD5: 56911b796922a114dd8d9754a26f7bc3 Python script to compute and plot the heat map of the quasi-derivative of a square pulse for different window sizes.
QDwsgn.py Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems Python Source Code - 1.3 KB - MD5: 6eeafee0af043aa3ea5fda26019fd91c Python script to compute and plot the quasi-derivative of a square pulse for different window sizes.
Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes Sep 23, 2024 - MOE AcRF Tier 2 grant MOE-000442-00 Kang, Zheng Tien, 2024, "Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes", https://doi.org/10.21979/N9/7YNZAQ, DR-NTU (Data), V2 This repository include the processed ultrametric distance matrices data, MATLAB scripts and data holder files (in .mat format) used to generate the results and figures in the PLOS paper with the above title.
Codes.7z Sep 23, 2024 - Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes Compressed Archive - 320.3 KB - MD5: 85a788dc793aa70da2988f0608c98d84 MATLAB scripts and data holder files The ultrametric distance matrices (stored in .dat files, which are archived and zipped in .7z format) need to be fed into MATLAB via the MATLAB scripts in this archive to produce the .mat files (also in this zipped archive) for further analys...
Data (N225, SGX, SP500).7z Sep 23, 2024 - Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes Compressed Archive - 3.8 GB - MD5: 61211c31ae7a5fa3b9bc0622ab79b3a4 Ultrametric distance matrices for S&P 500, Nikkei 225 and SGX (whole market) The .dat ultrametric distance files are processed from Yahoo Finance stock price return's cross-correlation data. The files are grouped by markets (S&P 500, Nikkei 225 and the whole SGX market), by time...
Data (TWSE).7z Sep 23, 2024 - Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes Compressed Archive - 6.8 GB - MD5: bcf13c5ba12eb1afa1361caa750ce777 Ultrametric distance matrices for TWSE (whole market) The .dat ultrametric distance files are processed from Yahoo Finance stock price return's cross-correlation data. The TAIEX index (tracking the entire TWSE market) has about 900-1000 stocks, twice the number of constituents o...
README.txt Sep 23, 2024 - Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes Plain Text - 4.7 KB - MD5: dd06d65f5edaa472e3c36040bd5384fc Documentation Detailed dataset description for reader's reference.
Replication Data for: Quantum theory of polariton weak lasing and polarization bifurcations Aug 16, 2024 - XU Huawen Xu, Huawen, 2024, "Replication Data for: Quantum theory of polariton weak lasing and polarization bifurcations", https://doi.org/10.21979/N9/JB5HWT, DR-NTU (Data), V1, UNF:6:fw0A+K3X67fT22HZ4rqpkg== [fileUNF] Data for the paper published as "Quantum theory of polariton weak lasing and polarization bifurcations"
1DiffAlpha.tab Aug 16, 2024 - Replication Data for: Quantum theory of polariton weak lasing and polarization bifurcations Tabular Data - 7.7 KB - 7 Variables, 95 Observations - UNF:6:taxMjKo1PWLpcha1UgK+xw==
1DiffEnergy.tab Aug 16, 2024 - Replication Data for: Quantum theory of polariton weak lasing and polarization bifurcations Tabular Data - 7.7 KB - 7 Variables, 95 Observations - UNF:6:/sPBK3SqLp0RY8mxUTGP0A==

QDwsgnheatmap.py

Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems

Python Source Code - 785 B -

Python script to compute and plot the heat map of the quasi-derivative of a square pulse for different window sizes.

QDwsgn.py

Sep 23, 2024 - Quasi-Differentiation and Its Applications to Noisy Time Series Data from Complex Systems

Python Source Code - 1.3 KB -

Python script to compute and plot the quasi-derivative of a square pulse for different window sizes.

Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes

Sep 23, 2024 - MOE AcRF Tier 2 grant MOE-000442-00

Kang, Zheng Tien, 2024, "Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes", https://doi.org/10.21979/N9/7YNZAQ, DR-NTU (Data), V2

This repository include the processed ultrametric distance matrices data, MATLAB scripts and data holder files (in .mat format) used to generate the results and figures in the PLOS paper with the above title.

Codes.7z

Sep 23, 2024 - Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes

Compressed Archive - 320.3 KB -

MATLAB scripts and data holder files The ultrametric distance matrices (stored in .dat files, which are archived and zipped in .7z format) need to be fed into MATLAB via the MATLAB scripts in this archive to produce the .mat files (also in this zipped archive) for further analys...

Data (N225, SGX, SP500).7z

Sep 23, 2024 - Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes

Compressed Archive - 3.8 GB -

Ultrametric distance matrices for S&P 500, Nikkei 225 and SGX (whole market) The .dat ultrametric distance files are processed from Yahoo Finance stock price return's cross-correlation data. The files are grouped by markets (S&P 500, Nikkei 225 and the whole SGX market), by time...

Data (TWSE).7z

Sep 23, 2024 - Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes

Compressed Archive - 6.8 GB -

Ultrametric distance matrices for TWSE (whole market) The .dat ultrametric distance files are processed from Yahoo Finance stock price return's cross-correlation data. The TAIEX index (tracking the entire TWSE market) has about 900-1000 stocks, twice the number of constituents o...

README.txt

Sep 23, 2024 - Indicator from the graph Laplacian of stock market time series cross sections can precisely determine the durations of market crashes

Plain Text - 4.7 KB -

Documentation

Detailed dataset description for reader's reference.

Replication Data for: Quantum theory of polariton weak lasing and polarization bifurcations

Aug 16, 2024 - XU Huawen

Xu, Huawen, 2024, "Replication Data for: Quantum theory of polariton weak lasing and polarization bifurcations", https://doi.org/10.21979/N9/JB5HWT, DR-NTU (Data), V1, UNF:6:fw0A+K3X67fT22HZ4rqpkg== [fileUNF]

Data for the paper published as "Quantum theory of polariton weak lasing and polarization bifurcations"

1DiffAlpha.tab

Aug 16, 2024 - Replication Data for: Quantum theory of polariton weak lasing and polarization bifurcations

Tabular Data - 7.7 KB - 7 Variables, 95 Observations -

1DiffEnergy.tab

Aug 16, 2024 - Replication Data for: Quantum theory of polariton weak lasing and polarization bifurcations

Tabular Data - 7.7 KB - 7 Variables, 95 Observations -

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