We examine possible closed form solutions for the cumulative distribution function for systems where the probability density function can be adequately described by the generalized non-extensive statistics framework. Application to financial time series as a possible Value at Risk technique...

By applying the multifractal detrended fluctuation analysis to the high-frequency tick-by-tick data from Deutsche Börse both in the price and in the time domains, we investigate multifractal properties of the time series of logarithmic price increments and inter-trade intervals of time. We show...

We analyzed multifractal properties of 5-min stock returns from a period of over two years for 100 highly capitalized American companies. The two sources: fat-tailed probability distributions and non-linear temporal correlations, vitally contribute to the observed multifractal dynamics of the...

We study numerically statistical distributions of sums of chaotic orbit coordinates, viewed as independent random variables, in weakly chaotic regimes of three multi-dimensional Hamiltonian systems: Two Fermi-Pasta-Ulam (FPU-β) oscillator chains with different boundary conditions and numbers of...