The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similar to the asset prices, the trading volume data obey multi-scaling length-distribution of low-variability periods. In the case of asset prices, such scaling...

Properties of low-variability periods in the time series are analysed. The theoretical approach is used to show the relationship between the multi-scaling of low-variability periods and multi-affinity of the time series. It is shown that this technically simple method is capable of revealing...

The optimal planning of Monte-Carlo simulations is studied. It is assumed that (i) the aim of the simulations is to calculate the value of a certain parameter of a model function as accurately as possible; (ii) the simulations are performed at different values of the control parameter L; (iii)...