It is widely known that commodity markets are not totally efficient. Long-range dependence is present, and thus the celebrated Brownian motion of prices can be considered only as a first approximation. In this work we analyzed the predictability in commodity markets by using a novel approach...

The complexity-entropy causality plane has been recently introduced as a powerful tool for discriminating Gaussian from non-Gaussian process and different degrees of correlations [O.A. Rosso, H.A. Larrondo, M.T. Martín, A. Plastino, M.A. Fuentes, Distinguishing noise from chaos, Phys. Rev....

We concern ourselves with statistical quantifiers of semiclassical time-evolutions and their classical limit. The system of interest represents the interaction between matter and a given field. Our tool here is the so-called Permutation Entropy, evaluated by recourse to the so-called Bandt-Pompe...

An investigation is undertaken of semiclassical time-evolutions and their classical limit with the intent of getting insights into the classical–quantum frontier. We deal with a system that represents the interaction between matter and a given field, and our main research tool is the so-called...

Permutation approach is suggested as a method to investigate financial time series in micro scales. The method is used to see how high frequency trading in recent years has affected the micro patterns which may be seen in financial time series. Tick to tick exchange rates are considered as...