We investigate the local fractal properties of the financial time series based on the whole history evolution (1991–2007) of the Warsaw Stock Exchange Index (WIG), connected with the largest developing financial market in Europe. Calculating the so-called local time-dependent Hurst exponent...

The Zipf analysis of n-words in random sequences and financial data series like the stock prices of a company has been performed. The bias as well as the resulting staircase structure of the Zipf plots are taken into account in the subsequent analysis. It is found that correlations for the sign...

We analyze proportional election data to show the influence of parties on the results of this kind of election. The study compiles data from different countries and dates to show that depending on how the candidate’s votes are counted, one can find that these votes have different...

We examine the scaling regime for the detrended fluctuation analysis (DFA)—the most popular method used to detect the presence of long-term memory in data and the fractal structure of time series. First, the scaling range for DFA is studied for uncorrelated data as a function of time series...

We apply the Hurst exponent idea for investigation of DJIA index time-series data. The behavior of the local Hurst exponent prior to drastic changes in financial series signal is analyzed. The optimal length of the time-window over which this exponent can be calculated in order to make some...

The principal finding of this study was the high capital cost and poor financial performance predicted for the size and configuration of the plant design presented. The XBi financial assessment gave a disappointingly low base-case discounted cash flow rate of return (DCFRR) of only 8.1% based on...

The principal finding of this study was the high capital cost and poor financial performance predicted for the size and configuration of the plant design presented. The XBi financial assessment gave a disappointingly low base-case discounted cash flow rate of return (DCFRR) of only 8.1% based on...

We present an analysis of inter-regional investment stocks within Europe from a complex networks perspective. We consider two different levels: first, we compute the inward–outward investment stocks at the level of firms, based on ownership shares and number of employees; then we estimate the...

In this paper, we looked for evidence of log-periodicity in recent US corporate bond spreads.