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This paper examines the time-varying levels of weak-form efficiency and the presence of structural breaks for two worldwide crude oil benchmarks over the period spanning from January 2, 1990, through September 18, 2012. We use two different econophysics approaches for comparison purposes. The...
Persistent link: https://www.econbiz.de/10011082289
This paper presents a search over adequate quantitative parameters in order to reflect the speech quality alteration due to the incorrect positioning of a dental mounting. The research is based on signal analysis.
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2007–2008 US financial crisis adversely affected the stock markets all over the world.  Asian markets also came under pressure and were differently affected. As markets under stress could reveal features that remain hidden under normal conditions, we use MF-DFA technique to investigate the...
Persistent link: https://www.econbiz.de/10011117879
We confront global and local methods to analyze the financial crash-like events on the Polish financial market from the critical phenomena point of view. These methods are based on the analysis of log-periodicity and the local fractal properties of financial time series in the vicinity of phase...
Persistent link: https://www.econbiz.de/10011062048
Long-term memory processes have been extensively examined in recent literature as they provide simple way to test for predictability in the underlying process. However, most of the literature interprets the results of estimated Hurst exponent simply by its comparison to its asymptotic limit of...
Persistent link: https://www.econbiz.de/10005087515
Earthquakes (EQs) are large-scale fracture phenomena in the Earth’s heterogeneous crust. Fracture-induced physical fields allow a real-time monitoring of damage evolution in materials during mechanical loading. Electromagnetic (EM) emissions in a wide frequency spectrum ranging from kHz to MHz...
Persistent link: https://www.econbiz.de/10010590873
We investigate, within the framework of nonextensive Tsallis entropy, particular aspects of the relation between signal analysis and signals originating in a very special nonlinear system: the focal area of an impending earthquake. The Tsallis-like time-dependent entropy is shown to be a rather...
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