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Log-periodic oscillations 4 Bivariate spectral analysis 1 Cole–Cole expression 1 Crashes 1 Dielectric permittivity 1 Discrete scale invariance 1 Econophysics 1 Fractals 1 Fractional derivation 1 Jumping nonlinearities 1 Log periodic oscillations 1 Market microstructure 1 Nonlinear beam equation 1 Periodic oscillations 1 Power laws 1 Power-law distributions 1 Random processes 1 Scale free graphs 1 Scaling laws 1 Social dynamics 1 Stock market 1 Surrogate data analysis 1
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Article 6
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Clark, Andrew 1 Gnaciński, Piotr 1 Graña, Matías 1 Holubová–Tajčová, Gabriela 1 Hughes, Barry D. 1 Khamzin, A.A. 1 Makowiec, Danuta 1 Nigmatullin, R.R. 1 Pinasco, Juan Pablo 1 Popov, I.I. 1 Reed, William J. 1
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Physica A: Statistical Mechanics and its Applications 5 Mathematics and Computers in Simulation (MATCOM) 1
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Log-periodic corrections to the Cole–Cole expression in dielectric relaxation
Khamzin, A.A.; Nigmatullin, R.R.; Popov, I.I. - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 1, pp. 136-148
A model of the self-similar process of relaxation is given, and a method of derivation of the kinetic equations for the total polarization based on the ideas of fractional kinetics is suggested. The derived kinetic equations contain integro-differential operators having non-integer order. They...
Persistent link: https://www.econbiz.de/10011057574
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Discrete scale invariance in scale free graphs
Graña, Matías; Pinasco, Juan Pablo - In: Physica A: Statistical Mechanics and its Applications 380 (2007) C, pp. 601-610
models. The energy distribution has a fractal pattern and presents log periodic oscillations for high energies. These …
Persistent link: https://www.econbiz.de/10011059402
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Evidence of log-periodicity in corporate bond spreads
Clark, Andrew - In: Physica A: Statistical Mechanics and its Applications 338 (2004) 3, pp. 585-595
In this paper, we looked for evidence of log-periodicity in recent US corporate bond spreads.
Persistent link: https://www.econbiz.de/10010871792
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Another type of log-periodic oscillations on Polish stock market
Gnaciński, Piotr; Makowiec, Danuta - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 1, pp. 322-325
Log-periodic oscillations have been used to predict price trends and crashes on financial markets. So far two types of … log-periodic oscillations have been associated with the real markets. The first type oscillations accompany a rising …
Persistent link: https://www.econbiz.de/10011062632
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On the distribution of family names
Reed, William J.; Hughes, Barry D. - In: Physica A: Statistical Mechanics and its Applications 319 (2003) C, pp. 579-590
population. The power-law decay is modulated by small-amplitude log-periodic oscillations. This is rigorously established for a …
Persistent link: https://www.econbiz.de/10010873275
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Mathematical modeling of suspension bridges
Holubová–Tajčová, Gabriela - In: Mathematics and Computers in Simulation (MATCOM) 50 (1999) 1, pp. 183-197
bridge which results in its nonunique solvability. We would like to explain several approaches to modeling of periodic … oscillations of suspension bridges and state a short survey of known results in this field, concerning especially the existence of …
Persistent link: https://www.econbiz.de/10011050560
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