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Nonlinear conduction in composites above percolation threshold — beyond the backbone
Bardhan, K.K. - In: Physica A: Statistical Mechanics and its Applications 241 (1997) 1, pp. 267-277
, greater is the nonlinearity. Analysis of nonlinear data is made with emphasis on scaling properties. dI/dV is found to … voltage scales — is Vo, the scale for onset of nonlinearity and other is Vs, the scale for saturation. The transport exponents …, temperature-dependent nonlinearity is discussed to illustrate how the study of nonlinear conduction proves useful to unravel the …
Persistent link: https://www.econbiz.de/10011058267
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Financial earthquakes, aftershocks and scaling in emerging stock markets
Selçuk, Faruk - In: Physica A: Statistical Mechanics and its Applications 333 (2004) C, pp. 306-316
definitions of volatility show that the empirical scaling law in every stock market is a power law. This power law holds from 2 to …This paper provides evidence for scaling laws in emerging stock markets. Estimated parameters using different … 240 business days (almost 1 year). The scaling parameter in these economies changes after a change in the definition of …
Persistent link: https://www.econbiz.de/10010872069
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Universal scaling behaviors of meteorological variables’ volatility and relations with original records
Lu, Feiyu; Yuan, Naiming; Fu, Zuntao; Mao, Jiangyu - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 20, pp. 4953-4962
behaviors are found in all volatility records, whose scaling exponents take similar distributions with similar mean values and … standard deviations. To reconfirm the relation between long-range correlations in volatility and nonlinearity in original …Volatility series (defined as the magnitude of the increments between successive elements) of five different …
Persistent link: https://www.econbiz.de/10010588761
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Fluctuation behaviors of financial time series by a stochastic Ising system on a Sierpinski carpet lattice
Fang, Wen; Wang, Jun - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 18, pp. 4055-4063
temperature of the Ising dynamic system. We also investigate the statistical fluctuation behavior, the time-varying volatility …
Persistent link: https://www.econbiz.de/10010679208
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Multifractal analysis of electronic cardiogram taken from healthy and unhealthy adult subjects
Wang, Jun; Ning, Xinbao; Chen, Ying - In: Physica A: Statistical Mechanics and its Applications 323 (2003) C, pp. 561-568
Electronic Cardiogram (ECG) data taken from healthy adult subjects are found to characterize multifractality. In order to quantitatively analyze multifractal spectrum, the area of the spectrum is computed. We have a comparison between the spectrum of the young subjects and that of the old ones....
Persistent link: https://www.econbiz.de/10010589431
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Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets
Chen, Shu-Peng; He, Ling-Yun - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 7, pp. 1434-1444
Based on Partition Function and Multifractal Spectrum Analysis, we investigated the nonlinear dynamical mechanisms in China’s agricultural futures markets, namely, Dalian Commodity Exchange (DCE for short) and Zhengzhou Commodity Exchange (ZCE for short), where nearly all agricultural futures...
Persistent link: https://www.econbiz.de/10010590209
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Multifractal spectrum of phase space related to generalized thermostatistics
Olemskoi, A.I.; Kharchenko, V.O.; Borisyuk, V.N. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 8, pp. 1895-1906
We consider a self-similar phase space with specific fractal dimension d being distributed with spectrum function f(d). Related thermostatistics is shown to be governed by the Tsallis formalism of the non-extensive statistics, where the non-additivity parameter equals to τ̄(q)≡1/τ(q)1, and...
Persistent link: https://www.econbiz.de/10011058103
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Multifractal spectrum of a laser beam melt ablation process
Rodrigues Neto, Camilo; Bube, Kevin; Cser, Adrienn; … - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 3, pp. 580-586
The surface profiles resulting from a laser beam melt ablation process have been quantified on the basis of the multifractal formalism. The multifractal spectra for several parameters sets, obtained with the wavelet transform modulus maxima method, were found to change towards higher Hölder...
Persistent link: https://www.econbiz.de/10011059412
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Scaling, self-similarity and multifractality in FX markets
Xu, Zhaoxia; Gençay, Ramazan - In: Physica A: Statistical Mechanics and its Applications 323 (2003) C, pp. 578-590
different slopes for these powers of absolute returns. The nonlinearity of the scaling exponent indicates that the returns are …This paper presents an empirical investigation of scaling and multifractal properties of US Dollar–Deutschemark (USD … exhibit power-law scaling in the tails. To test the multifractal properties of USD–DEM returns, the mean moment of the …
Persistent link: https://www.econbiz.de/10010872935
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Scaling behavior in ranking mobility of Chinese stock market
Wu, Ke; Xiong, Wanting; Weng, Xin; Wang, Yougui - In: Physica A: Statistical Mechanics and its Applications 408 (2014) C, pp. 164-169
interval. The scaling property is observed in all three relations. The fact of long relaxation times gives evidence of long …
Persistent link: https://www.econbiz.de/10010873017