This work uses the concept of Asymmetric Detrended Fluctuation Analysis (A-DFA) to investigate and characterize the occurrence of trend switching in financial series. A-DFA introduces two new roughness exponents, H+ and H−, which differ from the usual one H by separately taking into account...

In this paper we analyse price fluctuations with the aim of measuring how long the market takes to adjust prices to weak-form efficiency, i.e., how long it takes for prices to adjust to a fractional Brownian motion with a Hurst exponent of 0.5. The Hurst exponent is estimated for different time...

Statistical analyses of long-term records of daily rain suggest that rain phenomena might be a manifestation of self-organized criticality. In this work the essential mechanisms of rain phenomena, the growth of droplets inside a cloud and the subsequent rainfall, are described by an Abelian...

In this work we propose a computational model to investigate the proliferation of cancerous cell by using complex networks. In our model the network represents the structure of available space in the cancer propagation. The computational scheme considers a cancerous cell randomly included in the...

We analyze the cumulative distribution of total personal income of USA counties, and gross domestic product of Brazilian, German and United Kingdom counties, and also of world countries. We verify that generalized exponential distributions, related to nonextensive statistical mechanics, describe...

We present a deformed algebra related to the q-exponential and the q-logarithm functions that emerge from nonextensive statistical mechanics. We also develop a q-derivative (and consistently a q-integral) for which the q-exponential is an eigenfunction. The q-derivative and the q-integral have a...

We discuss the non-Boltzmannian nature of quasi-stationary states in the Hamiltonian mean field (HMF) model, a paradigmatic model for long-range interacting classical many-body systems. We present a theorem excluding the Boltzmann–Gibbs exponential weight in Gibbs Γ-space of microscopic...