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Do "complex" financial models really lead to complex dynamics? : agent-based models and multifractality

Kukacka, Jiri; Krištoufek, Ladislav - In: Journal of economic dynamics & control 113 (2020), pp. 1-23

Persistent link: https://www.econbiz.de/10012502448

Complexity traits and dynamics of tourism destinations

Sainaghi, Ruggero; Baggio, Rodolfo - In: Tourism management : research, policies, practice 63 (2017), pp. 368-382

Persistent link: https://www.econbiz.de/10011746696

Dynamical networks from correlations

Aste, T.; Di Matteo, T. - In: Physica A: Statistical Mechanics and its Applications 370 (2006) 1, pp. 156-161

The extraction of relevant and meaningful information from large streams of data has become one of the major challenges for scientists working in the field of complex systems. In particular, one of the main goals is to get information about the underlying system of interactions that leads to...

Persistent link: https://www.econbiz.de/10010589185

Revisiting sample entropy analysis

Govindan, R.B.; Wilson, J.D.; Eswaran, H.; Lowery, C.L.; … - In: Physica A: Statistical Mechanics and its Applications 376 (2007) C, pp. 158-164

We modify the definition of sample entropy (SaEn) by incorporating a time delay between the components of the block (from which the densities are estimated) and show that the modified method characterizes the complexity of the system better than the original version. We apply the modified SaEn...

Persistent link: https://www.econbiz.de/10011058386

On the multifractal effects generated by monofractal signals

Grech, Dariusz; Pamuła, Grzegorz - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 23, pp. 5845-5864

We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result of finite length of used data series and is additionally...

Persistent link: https://www.econbiz.de/10011061544

Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market

Czarnecki, Łukasz; Grech, Dariusz; Pamuła, Grzegorz - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 27, pp. 6801-6811

We confront global and local methods to analyze the financial crash-like events on the Polish financial market from the critical phenomena point of view. These methods are based on the analysis of log-periodicity and the local fractal properties of financial time series in the vicinity of phase...

Persistent link: https://www.econbiz.de/10011062048

Sensitivity of Modeled Channel Hydraulic Variables to Invasive and Native Riparian Vegetation

Martinez, Adriana E. - In: International Journal of Applied Geospatial Research (IJAGR) 8 (2017) 4, pp. 47-61

Quantifying the roughness of riparian vegetation is important where it plays a dominant role by reducing water velocity …. Vegetation roughness was calculated based on the plant characteristics of three dominant herbaceous plants, including one … invasive, along the Sprague River, Oregon. E. palustris and invasive P. arundinacea exhibit higher and similar roughness values …

Persistent link: https://www.econbiz.de/10012042836

A new multivariate gage R&R method for correlated characteristics

Peruchi, Rogério Santana; Balestrassi, Pedro Paulo; … - In: International journal of production economics 144 (2013) 1, pp. 301-315

Persistent link: https://www.econbiz.de/10009773129

Influence of electro-polishing characteristics on needle-tissue interaction forces

Kapui, Mubita; Kuppuswamy, Ramesh - In: African journal of science, technology, innovation & … 9 (2017) 6, pp. 707-715

Persistent link: https://www.econbiz.de/10012009288

Improvement of hole quality and process characteristics by adopting reduced quantity lubrication in drilling of stainless steel 304

Krishna, B. Naveen; Raj, D. Samuel - In: International journal of productivity and quality … 22 (2017) 2, pp. 190-204

Persistent link: https://www.econbiz.de/10011861145