We present evidence that the best model for empirical volume-price distributions is not always the same and it strongly depends in (i) the region of the volume-price spectrum that one wants to model and (ii) the period in time that is being modelled. To show these two features we analyze stocks...

We introduce a simple approach for testing the reliability of homogeneous generators and the Markov property of the stochastic processes underlying empirical time series of credit ratings. We analyze open access data provided by Moody's and show that the validity of these assumptions - existence...

Using available data from the New York stock market (NYSM) we test four different bi-parametric models to fit the correspondent volume-price distributions at each $10$-minute lag: the Gamma distribution, the inverse Gamma distribution, the Weibull distribution and the log-normal distribution....

Wind energy is becoming a top contributor to the renewable energy mix, which raises potential reliability issues for the grid due to the fluctuating nature of its source. To achieve adequate reserve commitment and to promote market participation, it is necessary to provide models that can...

We propose a procedure to estimate the fatigue loads on wind turbines, based on a recent framework used for reconstructing data series of stochastic properties measured at wind turbines. Through a standard fatigue analysis, we show that it is possible to accurately estimate fatigue loads in any...

We introduce a class of models composed by lattices of coupled complex-amplitude oscillators which preserve the norm. These models are particularly well adapted to investigate phenomena described by the nonlinear Schrödinger equation. The coupling between oscillators is parameterized by the...

We introduce a minimal agent model to explain the emergence of heavy-tailed return distributions as a result of self-organized criticality. The model assumes that agents trade their economic outputs with each other composing a complex network of agents and connections. Further, the incoming...

We investigate the propagation of bistable fronts in lattices of diffusively and advectively coupled cubic and quartic bistable maps, reporting the distribution of both stable states for asymmetric basins of attraction. The main effects of basin symmetry and local nonlinearities are obtained by...

We investigate the impact of bistability in the emergence of synchronization in networks of chaotic maps with delayed coupling. The existence of a single finite attractor of the uncoupled map is found to be responsible for the emergence of synchronization. No synchronization is observed when the...

We provide an alternative method for analysis of multifractal properties of time series. The new approach takes into account the behaviour of the whole multifractal profile of the generalized Hurst exponent $h(q)$ for all moment orders $q$, not limited only to the edge values of $h(q)$...