We briefly review data analysis of the Island order book, part of NASDAQ, which suggests a framework to which all limit order markets should comply. Using a simple exclusion particle model, we argue that short-time over-diffusion in limit order markets is due to the non-equilibrium of order...

We describe the multiresolution wavelet analysis of blood pressure waves in vasovagal syncope affected patients compared with healthy people. We argue that there exist discriminating criteria which allow us to isolate particular features, common to syncope-affected patients sample, indicating a...

Recent financial crises have shown the importance of determining the directionality of the influence between financial assets in order to identify the origin of market instabilities. Here, we analyze the correlation between Japan’s Nikkei stock average index (Nikkei 225) and other financial...

A major challenge in biological physics is the analysis of time series that are typically highly nonstationary. Viswanathan et al. (Phys. Rev. E 55 (1) (1997) 845–899) using techniques based on the Fano factor and the Allan factor functions, as well as on detrended fluctuation analysis showed...

Quantification methods for spatiotemporal patterns are introduced, which are based on nearest-neighbor considerations inspired by cellular automata as well as by more complex spatiotemporal dynamics. In particular, spatial and temporal structures, which can be found in aggregation and clustering...

Fluctuations in the significant wave height can be quantified by using scaling statistics. In this paper, the scaling properties of the significant wave height were explored by using a large data set of hourly series from 25 monitoring stations located off the west coast of the US. Detrended...

We consider nonextensive systems that are related to the nonextensive entropy proposed by Tsallis and can be described by means of the nonlinear porous medium equation and the nonlinear Fokker–Planck equation proposed by Plastino and Plastino. We show how to determine the degree of...

We examine the correlation of the limit price with the order book, when a limit order comes. We analyzed the Rebuild Order Book of Stock Exchange Electronic Trading Service, which is the centralized order book market of London Stock Exchange. As a result, the limit price is broadly distributed...

A consistency criterion for price impact functions in limit order markets is proposed that prohibits chain arbitrage exploitation. Both the bid-ask spread and the feedback of sequential market orders of the same kind onto both sides of the order book are essential to ensure consistency at the...

After a brief overview of classical techniques used to explore cardiac rhythm variability, we show how the DFA method can help diagnose heart failure.