Showing 1 - 10 of 14
One of the important issues in finance and economics for both scholars and practitioners is to describe the behavior of markets, especially during times of crises. In this paper, we analyze the behavior of some mature and emerging markets with a Tsallis entropy framework that is a non-extensive...
Persistent link: https://www.econbiz.de/10010873080
It has been proved that there are many indicators (petrophysical quantities) for the estimation of petroleum reservoirs. The value of information contained in each indicator is yet to be addressed. In this work, the most famous and applicable petrophysical quantities for a reservoir, which are...
Persistent link: https://www.econbiz.de/10011057262
We study two models for competitive deposition and evaporation of particles from rough surfaces. The process of deposition is carried out for two models, one according to the ballistic deposition (BD) and the other according to the random deposition with a surface relaxation (RDSR). The process...
Persistent link: https://www.econbiz.de/10011057462
We have constructed a collaboration network for physicists based in Iran working in different disciplines. By discussing properties like collaborators per author, shortest path, betweenness, and the concept of power in networks for this local model, and comparing with the global model, we...
Persistent link: https://www.econbiz.de/10010873240
Privatization is one of the most important elements of the continuing global phenomenon of the increasing use of markets to allocate resources. One important motivation for privatization is to help develop factor and product markets, as well as security markets. Among the various factors of...
Persistent link: https://www.econbiz.de/10010874150
A financial market is an example of an adaptive complex network consisting of many interacting units. This network reflects market’s behavior. In this paper, we use Random Matrix Theory (RMT) notion for specifying the largest eigenvector of correlation matrix as the market mode of stock...
Persistent link: https://www.econbiz.de/10010874740
We report an empirical study of Tehran price index (TEPIX). To analyze our data we use various methods like as, rescaled range analysis (R/S), modified rescaled range analysis (Lo's method), detrended fluctuation analysis (DFA) and generalized Hurst exponents analysis. Based on numerical...
Persistent link: https://www.econbiz.de/10010590194
In this paper we investigate the Tehran stock exchange (TSE) and Dow Jones Industrial Average (DJIA) in terms of perturbed correlation matrices. To perturb a stock market, there are two methods, namely local and global perturbation. In the local method, we replace a correlation coefficient of...
Persistent link: https://www.econbiz.de/10010590478
Problems regarding pollution must be handled very carefully and precisely, which requires a well-organized and accurate program. In this article, we suggest that different programs should be used for different time scales (short-term or long-term programs) to manage and control the pollution,...
Persistent link: https://www.econbiz.de/10010590874
Inverse statistics analysis studies the distribution of investment horizons to achieve a predefined level of return. This distribution provides a maximum investment horizon which determines the most likely horizon for gaining a specific return. There exists a significant difference between...
Persistent link: https://www.econbiz.de/10010591038