Financial data usually show irregular fluctuations and some trends. We investigate whether there are correlation structures in short-term variabilities (irregular fluctuations) among financial data from the viewpoint of deterministic dynamical systems. Our method is based on the small-shuffle...

Price changes in financial data fluctuate irregularly or stochastically. This paper investigates whether the irregular fluctuations are random or have some kind of dynamics by applying a recently developed method, the small-shuffle surrogate method. The data used are daily gold price, daily...

We devise a new asymptotic statistical test to assess independence in bivariate continuous distributions. Our approach is based on the Cramér–von Mises test, in which the empirical process is viewed as the Kullback–Leibler divergence, that is, as the distance between the data under the...

In this paper we present a rather general phenomenological theory of tick-by-tick dynamics in financial markets. Many well-known aspects, such as the Lévy scaling form, follow as particular cases of the theory. The theory fully takes into account the non-Markovian and non-local character of...

We analyze tick data of yen–dollar exchange with a focus on its up and down movement. We show that there exists a rather particular conditional probability structure with such high frequency data. This result provides us with evidence to question one of the basic assumptions of the traditional...

We study the volatility of the MIB30-stock-index high-frequency data from November 28, 1994 through September 15, 1995. Our aim is to empirically characterize the volatility random walk in the framework of continuous-time finance. To this end, we compute the index volatility by means of the...

We quantitatively characterized the fluctuations in the forces under the feet during freezing of gait (FOG) in 11 patients with advanced Parkinson's disease. FOG, a leading cause of falls and impaired functional independence, is a poorly understood debilitating phenomenon that is common among...

The time series of successive closed- and open-states durations determined for a voltage-dependent big conductance locust potassium channel (BK channel) have been analyzed. The problem of correlation between the states have been discussed by means of the autocorrelation function, Hurst and...

In this paper, we analyze the irregular behavior of earthquake ground motion as recorded during the Kraljevo M5.4 earthquake, which occurred on November 3rd, 2010 in Serbia. We perform the analysis for the ground accelerations recorded at 6 seismological stations: Grua, Ruda, Rada, Bara, Zaga...

The unique vibrations of the ship's hull are the characteristic feature of each type of the ship. The question is—Does the distribution of those vibrations consist of deterministic elements or not? We present results of testing the hypothesis that those data can be well described by the...