Related papers: Multifractal and Network Analysis of Phase Transit…
We apply the concepts of multifractal physics to financial time series in order to characterize the onset of crash for the Standard & Poor's 500 stock index x(t). It is found that within the framework of multifractality, the "analogous"…
Critical transitions occur in a wide variety of applications including mathematical biology, climate change, human physiology and economics. Therefore it is highly desirable to find early-warning signs. We show that it is possible to…
Using previous results from boundary conformal field theory and integrability, a phase diagram is derived for the 2 dimensional Ising model at its bulk tri-critical point as a function of boundary magnetic field and boundary spin-coupling…
Assuming a second-order phase transition for the hadronization process, we attempt to associate intermittency patterns in high-energy hadronic collisions to fractal structures in configuration space and corresponding intermittency indices…
Neural network models have recently demonstrated impressive prediction performance in complex systems where chaos and unpredictability appear. In spite of the research efforts carried out on predicting future trajectories or improving their…
We study the connection between multi-fractality and crucial events. Multi-fractality is frequently used as a measure of physiological variability. Crucial events are known to play a fundamental role in the transport of information between…
Periodically driven, or Floquet, disordered quantum systems have generated many unexpected discoveries of late, such as the anomalous Floquet Anderson insulator and the discrete time crystal. Here, we report the emergence of an entire band…
We study the multifractal analysis (MFA) of electronic wavefunctions at the localisation-delocalisation transition in the 3D Anderson model for very large system sizes up to $240^3$. The singularity spectrum $f(\alpha)$ is numerically…
Bifurcations can cause dynamical systems with slowly varying parameters to transition to far-away attractors. The terms ``critical transition'' or ``tipping point'' have been used to describe this situation. Critical transitions have been…
We consider the random transverse-field Ising model in $d=3$ dimensions with long-range ferromagnetic interactions which decay as a power $\alpha > d$ with the distance. Using a variant of the strong disorder renormalization group method we…
Multifractal Detrended Fluctuation Analysis stands out as one of the most reliable methods for unveiling multifractal properties, specially when real-world time series are under analysis. However, little is known about how several aspects,…
Two roads are presently being followed in order to establish the existence of a liquid-gas phase transition in finite nuclear systems from nuclear reactions at high energy. The clean experiment of observing the thermodynamic properties of a…
The critical behaviour of 3-dimensional disordered systems in a strong magnetic field is investigated by analysing the spectral fluctuations of the energy spectrum. The level spacing distribution $P(s)$ as well the Dyson-Mehta statistics…
We study temporal correlations and multifractal properties of long river discharge records from 41 hydrological stations around the globe. To detect long-term correlations and multifractal behaviour in the presence of trends, we apply…
The possible paralelism existing between phase transitions and fracture in disordered materials, is discussed using the well-known Fiber Bundle Models and a probabilistic approach suited to smooth fluctuations near the critical point. Two…
We quantitatively characterize the metastability in a multi-phase lattice Boltzmann model. The structure factor of density fluctuations is theoretically obtained and numerically verified to a high precision, for all simulated wave-vectors…
Multifractal detrended cross-correlation methodology is described and applied to Foreign exchange (Forex) market time series. Fluctuations of high frequency exchange rates of eight major world currencies over 2010-2018 period are used to…
Different routing strategies may result in different behaviors of traffic on internet. We analyze the correlation of traffic data for three typical routing strategies by the detrended fluctuation analysis (DFA) and find that the degree of…
Motivated by empirical observations on the interplay of trends and reversion, a lattice gas model of financial markets is presented. The shares of an asset are modeled by gas molecules that are distributed across a hidden social network of…
Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…