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.

The minimum description length principle is a general methodology for statistical modeling and inference that selects the best explanation for observed data as the one allowing the shortest description of them. Application of this principle to the important task of probability density estimation...

Large-scale data are analysed using the Wigner function. It is shown that the ‘frequency variable’ provides important information, which is lost with other techniques. The method is applied to ‘sentiment analysis’ in data from social networks and also to financial data.

The availability of huge volume of financial data has offered the possibility for understanding the markets as a complex system characterized by several stylized facts. Here we first show that the time evolution of the Japan’s Nikkei stock average index (Nikkei 225) futures follows the...

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...

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...

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...