Showing 1 - 10 of 18
Until very recently, the pervasive existence of models exhibiting well-defined backward dynamics but ill-defined forward dynamics in economics and finance has apparently posed no serious obstacles to the analysis of their dynamics and stability, despite the problems that may arise from possible...
Persistent link: https://www.econbiz.de/10011058211
Testing the assumption of independence between variables is a crucial aspect of spatial data analysis. However, the literature is limited and somewhat confusing. To our knowledge, we can mention only the bivariate generalization of Moran’s statistic. This test suffers from several...
Persistent link: https://www.econbiz.de/10011260150
Symbolic sequences generated by symbolic dynamics of a dynamical system belong to a special class of language in which any admissible word is factorisable as well as prolongable. From a complete genome sequence of an organism, one may also define a factorizable language. A factorizable language...
Persistent link: https://www.econbiz.de/10010871564
In this work, we investigate the dynamics of electromagnetic precursors, recorded prior to significant earthquakes in Greece. The analysis of these signals is performed using Fisher information, which is a powerful tool for investigating complex and non-stationary signals. Our results point to a...
Persistent link: https://www.econbiz.de/10010873858
In a recent paper Matilla-García and Marín (2010) propose a novel test to determine whether the dynamics of a time series are generated by a deterministic or a stochastic process. The results presented in the paper need some clarifications.
Persistent link: https://www.econbiz.de/10011048225
In a recent paper López et al. (2010) introduce a new test for spatial independence. The test is a generalization of tests developed in Matilla-García (2007) and Matilla-García and Marín (2008). The results derived need some clarification.
Persistent link: https://www.econbiz.de/10011052393
The purpose of this paper is to propose a newly developed non-parametric test for linear and nonlinear causality based on permutation entropy and to show its usefulness in analyzing the potential causal relationship between trading volume and security prices. Most of the empirical applications...
Persistent link: https://www.econbiz.de/10011059209
—Jeffrey's chaos game representation (CGR)—has been characterized only in very vague terms. We show that the fractal dimension results …
Persistent link: https://www.econbiz.de/10011060875
Pseudo Random Number Generators (PRNG) have attracted intense attention due to their obvious importance for many branches of science and technology. A randomizing technique is a procedure designed to improve the PRNG randomness degree according the specific requirements. It is obviously...
Persistent link: https://www.econbiz.de/10011062888
Molecular transport in phase space is crucial for chemical reactions because it defines how pre-reactive molecular configurations are found during the time evolution of the system. Using Molecular Dynamics (MD) simulated atomistic trajectories we test the assumption of the normal diffusion in...
Persistent link: https://www.econbiz.de/10010590142