Showing 41 - 50 of 118
We have applied the Zipf method to extract the $\zeta'$ exponent for seven financial indices (DAX, FTSE; DJIA, NASDAQ, S&P500; Hang-Seng and Nikkei 225), after having translated the signals into a text based on two letters. We follow considerations based on the signal Hurst exponent and the notion of...
Persistent link: https://www.econbiz.de/10005084201
The detrended fluctuation analysis (DFA) is used to sort out temporal correlations in financial data. Its usefulness for the investigations of long-range power-law correlations in economic sequences is shown. Our findings of persistent and antipersistent sequences are suprisingly similar to...
Persistent link: https://www.econbiz.de/10010586737
Among the topics of opinion formation it is of interest to observe the characteristics of networks with a priori distinct communities. The citation network(s) between selected members of the Neocreationist and Intelligent Design and the Darwinian Evolution communities are unfolded through the...
Persistent link: https://www.econbiz.de/10010589192
Problems in economy and finance have attracted the interest of statistical physicists all over the world. Fundamental problems pertain to the existence or not of long-, medium- or/and short-range power-law correlations in various economic systems, to the presence of financial cycles and on...
Persistent link: https://www.econbiz.de/10010589356
Technical analysis (TA) has been used for a long time before the availability of more sophisticated instruments for financial forecasting in order to suggest decisions on the basis of the occurrence of data patterns. Many mathematical and statistical tools for quantitative analysis of financial...
Persistent link: https://www.econbiz.de/10010589480
Recent observations have indicated that the traditional equilibrium market hypothesis (EMH; also known as Efficient Market Hypothesis) is unrealistic. It is shown here that it is the analog of a Boltzmann equation in physics, thus having some bad properties of mean-field approximations like a...
Persistent link: https://www.econbiz.de/10010590750
The complex structure of a typical stratus cloud base height (or profile) time series is analyzed with respect to the variability of its fluctuations and their correlations at all experimentally observed temporal scales. Due to the underlying processes that create these time series, they are...
Persistent link: https://www.econbiz.de/10010591785
We analyze the evolution of several financial indices before the crash of October 1987. The amplitude of the crash varies from one index to another. However, assuming that the crash is similar to a phase transition and particularly to a specific heat jump, we find that the crash amplitude can be...
Persistent link: https://www.econbiz.de/10010599464
Persistent link: https://www.econbiz.de/10009280698
The electrical properties of a 2D packed metallic pentagons have been studied. The electrical characterization of such metallic pentagon heaps, like i-V measurements, has been achieved. Two distinct regimes have been shown. They are separated by a transition line along which the system exhibits...
Persistent link: https://www.econbiz.de/10009280933