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5 Results Found

  • Article
  • Open Access
637 Views
12 Pages

On the Autocorrelation and Stationarity of Multi-Scale Returns

  • Carlos Manuel Rodríguez-Martínez,
  • Héctor Francisco Coronel-Brizio,
  • Horacio Tapia-McClung,
  • Manuel Enríque Rodríguez-Achach and
  • Alejandro Raúl Hernández-Montoya

5 September 2025

In this article, we conduct a statistical analysis of the autocorrelation functions (ACF) of multi-scale logarithmic returns computed over maximal monotonic uninterrupted trends (runs) in financial indices’ daily data. We analyze the Dow Jones...

  • Article
  • Open Access
8 Citations
6,788 Views
13 Pages

Estimation of Forest Topsoil Properties Using Airborne LiDAR-Derived Intensity and Topographic Factors

  • Chao Li,
  • Yanli Xu,
  • Zhaogang Liu,
  • Shengli Tao,
  • Fengri Li and
  • Jingyun Fang

1 July 2016

Forest topsoil supports vegetation growth and contains the majority of soil nutrients that are important indices of soil fertility and quality. Therefore, estimating forest topsoil properties, such as soil organic matter (SOM), total nitrogen (Total...

  • Article
  • Open Access
1 Citations
1,547 Views
17 Pages

This study proposes a novel Deep Reinforcement Learning (DRL) policy network structure for portfolio management called PortRSMs. PortRSMs employs stacked State-Space Models (SSMs) for the modeling of multi-scale continuous regime shifts in financial...

  • Article
  • Open Access
5 Citations
3,477 Views
29 Pages

Automating the Acoustic Detection and Characterization of Sea Ice and Surface Waves

  • Savannah J. Sandy,
  • Seth L. Danielson and
  • Andrew R. Mahoney

25 October 2022

Monitoring the status of Arctic marine ecosystems is aided by multi-sensor oceanographic moorings that autonomously collect data year-round. In the northeast Chukchi Sea, an ASL Environmental Sciences Acoustic Zooplankton Fish Profiler (AZFP) collect...

  • Article
  • Open Access
44 Citations
7,075 Views
21 Pages

Capturing the Diurnal Cycle of Land Surface Temperature Using an Unmanned Aerial Vehicle

  • Yoann Malbéteau,
  • Stephen Parkes,
  • Bruno Aragon,
  • Jorge Rosas and
  • Matthew F. McCabe

5 September 2018

Characterizing the land surface temperature (LST) and its diurnal cycle is important in understanding a range of surface properties, including soil moisture status, evaporative response, vegetation stress and ground heat flux. While remote-sensing pl...