It is widely known that commodity markets are not totally efficient. Long-range dependence is present, and thus the celebrated Brownian motion of prices can be considered only as a first approximation. In this work we analyzed the predictability in commodity markets by using a novel approach...

The complexity-entropy causality plane has been recently introduced as a powerful tool for discriminating Gaussian from non-Gaussian process and different degrees of correlations [O.A. Rosso, H.A. Larrondo, M.T. Martín, A. Plastino, M.A. Fuentes, Distinguishing noise from chaos, Phys. Rev....

We concern ourselves with statistical quantifiers of semiclassical time-evolutions and their classical limit. The system of interest represents the interaction between matter and a given field. Our tool here is the so-called Permutation Entropy, evaluated by recourse to the so-called Bandt-Pompe...

An investigation is undertaken of semiclassical time-evolutions and their classical limit with the intent of getting insights into the classical–quantum frontier. We deal with a system that represents the interaction between matter and a given field, and our main research tool is the so-called...

New methods to test whether a time series is i.i.d. are proposed in a recent series of papers (Matilla-García [2007], Matilla-García and Marín [2008], Matilla-García and Marín [2009], and Matilla-García et al. [2010]). The main idea is to map m-histories of a time series onto elements of...

New methods to test whether a time series is i.i.d. are proposed in a recent series of papers (Matilla-García [2007], Matilla-García and Marín [2008], Matilla-García and Marín [2009], and Matilla-García et al. [2010]). The main idea is to map m-histories of a time series onto...

We compute fractal dimension and permutation entropy for healthy and people who have experienced heart failure. Our result shows that permutation entropy is a suitable approach as well as detrend fluctuation analysis (DFA). The result of DFA shows that the fractal dimensions for healthy and...

In a recent paper Matilla-García and Marín (2010) propose a novel test to determine whether the dynamics of a time series are generated by a deterministic or a stochastic process. The results presented in the paper need some clarifications.

In a recent paper López et al. (2010) introduce a new test for spatial independence. The test is a generalization of tests developed in Matilla-García (2007) and Matilla-García and Marín (2008). The results derived need some clarification.

Pseudo Random Number Generators (PRNG) have attracted intense attention due to their obvious importance for many branches of science and technology. A randomizing technique is a procedure designed to improve the PRNG randomness degree according the specific requirements. It is obviously...