Showing 1 - 10 of 600
In this paper, we present an analysis of power law statistics on land markets. There have been no other studies that have analyzed power law statistics on land markets up to now. We analyzed a database of the assessed value of land, which is officially monitored and made available to the public...
Persistent link: https://www.econbiz.de/10010874812
We investigate the local fractal properties of the financial time series based on the whole history evolution (1991–2007) of the Warsaw Stock Exchange Index (WIG), connected with the largest developing financial market in Europe. Calculating the so-called local time-dependent Hurst exponent...
Persistent link: https://www.econbiz.de/10011059600
The Zipf analysis of n-words in random sequences and financial data series like the stock prices of a company has been performed. The bias as well as the resulting staircase structure of the Zipf plots are taken into account in the subsequent analysis. It is found that correlations for the sign...
Persistent link: https://www.econbiz.de/10011060484
We analyze proportional election data to show the influence of parties on the results of this kind of election. The study compiles data from different countries and dates to show that depending on how the candidate’s votes are counted, one can find that these votes have different...
Persistent link: https://www.econbiz.de/10011063746
We examine the scaling regime for the detrended fluctuation analysis (DFA)—the most popular method used to detect the presence of long-term memory in data and the fractal structure of time series. First, the scaling range for DFA is studied for uncorrelated data as a function of time series...
Persistent link: https://www.econbiz.de/10011064411
We apply the Hurst exponent idea for investigation of DJIA index time-series data. The behavior of the local Hurst exponent prior to drastic changes in financial series signal is analyzed. The optimal length of the time-window over which this exponent can be calculated in order to make some...
Persistent link: https://www.econbiz.de/10010589501
In this paper, we looked for evidence of log-periodicity in recent US corporate bond spreads.
Persistent link: https://www.econbiz.de/10010871792
We investigate an influence of impurity dimers on the profile of monomer and island densities and the dynamic scaling of island size distributions when small amount of dimers are deposited with the flux of monomers in epitaxial growth. The rate equations are solved numerically using the...
Persistent link: https://www.econbiz.de/10010872231
The symmetry group of the non-isothermal Navier–Stokes equations is used to develop physics-preserving turbulence models for the subgrid stress tensor and the subgrid heat flux. The Reynolds analogy is not used. The theoretical properties of the models are investigated. In particular, their...
Persistent link: https://www.econbiz.de/10010872275
In this paper we propose a statistical physics approach to experimental results on bacterial mutations (Escherichia coli). We get scaling laws that describe some generic traits and suggest some features of the underlying dynamical structure for the considered evolution process. Our main...
Persistent link: https://www.econbiz.de/10010872560