In recent publications, the authors have considered inverse statistics of the Dow Jones Industrial Averaged (DJIA). Specifically, we argued that the natural candidate for such statistics is the investment horizons distribution. This is the distribution of waiting times needed to achieve a...

Inverse statistics in economics is considered. We argue that the natural candidate for such statistics is the investment horizons distribution. This distribution of waiting times needed to achieve a predefined level of return is obtained from (often detrended) historic asset prices. Such a...

In stochastic finance, one traditionally considers the return as a competitive measure of an asset, i.e., the profit generated by that asset after some fixed time span, say one week or one year. This measures how well (or how bad) the asset performs over that given period of time. It has been...

The emergence of oscillatory behaviour represents fundamental information about the interactions of the underlying system. In biological systems, oscillations have been observed in experimental data, but due to the significant level of noise, it is difficult to characterize whether observed...