Mixed-Stable Models: An Application to High-Frequency Financial Data.

The paper extends the study of applying the mixed-stable models to the analysis of large sets of high-frequency financial data. The empirical data under review are the German DAX stock index yearly log-returns series. Mixed-stable models for 29 DAX companies are constructed employing efficient parallel algorithms for the processing of long-term data series.

Investigation of the backflows and outlet boundary conditions for computations of the patient-specific aortic valve flows.

Background: Simulation divergence due to the backflow through the outlet boundary is a common, but not fully addressed challenge in patient-specific simulations of the aortic valve flows.

Objective: The purpose of this study is to develop the outlet boundary conditions aiming to improve convergence of the patient-specific aortic valve computations and to control the backflow in the case of partial reversal of the flow through the outlet.

Methods: Haemodynamic analysis of the aortic valve flows governed by the Navier-Stokes equations is performed by using the finite volume method.