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We study auto-correlations and cross-correlations of daily price changes and daily volume changes of thirteen global stock market indices, using multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DXA). We find rather distinct...
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We propose a model elucidating the mechanisms at the origin of the density anomaly of water. We start from a model of Sastry et al., with no correlation between the hydrogen bonds (HBs), that rationalizes the experiments with an anomalous behavior of the line of temperatures of maximum density...
Persistent link: https://www.econbiz.de/10010588634
We analyze auto-correlations of human chromosomes 1–22 and rice chromosomes 1–12 for seven binary mapping rules and find that the correlation patterns are different for different rules but almost identical for all of the chromosomes, despite their varying lengths and gc contents. We propose...
Persistent link: https://www.econbiz.de/10010591342
We analyze the European transition economics and show that many time series of major indices exhibit (i) power-law correlations in their values, (ii) power-law correlations in their magnitudes and (iii) an asymmetric probability distribution. Applying the phase randomization procedure to these...
Persistent link: https://www.econbiz.de/10010591719
We calculate the asymptotic form of the expected number of distinct sites visited by N random walkers moving independently in one dimension. It is shown that to lowest order and at long times, the leading term in the asymptotic result is that found for the random walk of a single biased...
Persistent link: https://www.econbiz.de/10010586284
This article is based upon the Thirtieth Saha Memorial Lecture (delivered on 4 January 1992) and the Fourth Bose Memorial Lecture (delivered on 5 January 1992). I felt deeply touched to have been so honored by invitations to deliver these lectures, especially in view of the list of illustrious...
Persistent link: https://www.econbiz.de/10010586821
A financial index of the New York stock exchange, the S&P500, is analyzed at 1 min intervals over the 13 yr period, January 84–December 96. We quantify the correlations of the absolute values of the index increment. We find that these correlations can be described by two different power laws...
Persistent link: https://www.econbiz.de/10011058851
In every drop of water, down at the scale of atoms and molecules, there is a world that can fascinate anyone. The objective of “Learning science through guided discovery: liquid water and molecular networks” is to use advanced technology to provide a window into the submicroscopic, and...
Persistent link: https://www.econbiz.de/10011058979