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The Contributions of Rare Objects in Correspondence Analysis

Greenacre, Michael - Barcelona Graduate School of Economics (Barcelona GSE) - 2011

results. An alternative scaling of the correspondence analysis solution, the contribution biplot, is proposed as a way of …

Persistent link: https://www.econbiz.de/10010851318

Scaling, self-similarity and multifractality in FX markets

Xu, Zhaoxia; Gençay, Ramazan - In: Physica A: Statistical Mechanics and its Applications 323 (2003) C, pp. 578-590

different slopes for these powers of absolute returns. The nonlinearity of the scaling exponent indicates that the returns are …This paper presents an empirical investigation of scaling and multifractal properties of US Dollar–Deutschemark (USD … exhibit power-law scaling in the tails. To test the multifractal properties of USD–DEM returns, the mean moment of the …

Persistent link: https://www.econbiz.de/10010872935

Scaling behavior in ranking mobility of Chinese stock market

Wu, Ke; Xiong, Wanting; Weng, Xin; Wang, Yougui - In: Physica A: Statistical Mechanics and its Applications 408 (2014) C, pp. 164-169

interval. The scaling property is observed in all three relations. The fact of long relaxation times gives evidence of long …

Persistent link: https://www.econbiz.de/10010873017

Model for domain wall avalanches in ferromagnetic thin films

Buceta, R.C.; Muraca, D. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 23, pp. 4192-4197

The Barkhausen jumps or avalanches in magnetic domain-walls motion between successive pinned configurations, due the competition among magnetic external driving force and substrum quenched disorder, appear in bulk materials and thin films. We introduce a model based in rules for the domain wall...

Persistent link: https://www.econbiz.de/10010873078

Kinematics and dynamics of Pareto–Zipf's law and Gibrat's law

Aoyama, Hideaki; Fujiwara, Yoshi; Souma, Wataru - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 1, pp. 117-121

We discuss Pareto–Zipf's law and Gibrat's law found in the high-end regions of personal income, company's income, and various measures of company size. The fact that these phenomenological laws coexist in wide range of data suggests some deep mathematical relations between them. In this paper...

Persistent link: https://www.econbiz.de/10010873086

Geometrical approach to phase transitions in frustrated and unfrustrated systems

Coniglio, Antonio - In: Physica A: Statistical Mechanics and its Applications 281 (2000) 1, pp. 129-146

We review the basic ideas which have been developed to characterize geometrically the equilibrium phase transitions. This approach elucidates many concepts like propagation of correlations, upper critical dimensionality, breakdown of hyperscaling, strong universality, and other basic ideas in...

Persistent link: https://www.econbiz.de/10010873243

Scaling in non-stationary time series. (I)

Ignaccolo, M.; Allegrini, P.; Grigolini, P.; Hamilton, P.; … - In: Physica A: Statistical Mechanics and its Applications 336 (2004) 3, pp. 595-622

resting on the stationary assumption can produce a wrong information on the scaling, and so on the complexity of the process … applications made in the companion paper. We also illustrate a new procedure to assess the existence of a genuine scaling, based on … the adoption of diffusion entropy, multiscaling analysis and the direct assessment of scaling. Using artificial sequences …

Persistent link: https://www.econbiz.de/10010873492

Can randomness alone tune the fractal dimension?

Hassan, M.K; Kurths, J - In: Physica A: Statistical Mechanics and its Applications 315 (2002) 1, pp. 342-352

We present a generalized stochastic Cantor set by means of a simple cut and delete process and discuss the self-similar properties of the arising geometric structure. To increase the flexibility of the model, two free parameters, m and b, are introduced which tune the relative strength of the...

Persistent link: https://www.econbiz.de/10010873588

Scaling properties of the cluster distribution of a critical nonequilibrium model

Chaves, Marta; Santos, MariaAugusta - In: Physica A: Statistical Mechanics and its Applications 262 (1999) 3, pp. 420-427

model was investigated by Monte Carlo simulations on square lattices of various sizes and a detailed scaling analysis of …

Persistent link: https://www.econbiz.de/10010873610

Dispersion and scaling of fluctuating vehicles through a sequence of traffic lights

Nagatani, Takashi - In: Physica A: Statistical Mechanics and its Applications 361 (2006) 2, pp. 619-629

the scaling behavior. The scaling properties are derived. The scaling form and exponents are discussed by comparing with … those of dynamic scaling of rough surface. …

Persistent link: https://www.econbiz.de/10010873614