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We address the problem of long-range memory in the financial markets. There are two conceptually different ways to reproduce power-law decay of auto-correlation function: using fractional Brownian motion as well as non-linear stochastic…

Statistical Finance · Quantitative Finance 2017-05-24 V. Gontis , A. Kononovicius

Here, we analyse the behaviour of the higher order standardised moments of financial time series when we truncate a large data set into smaller and smaller subsets, referred to below as time windows. We look at the effect of the economic…

Econometrics · Economics 2021-08-02 Luke De Clerk , Sergey Savel'ev

We investigate the entrainment of a neuron model exhibiting a chaotic spiking-bursting behavior in response to a weak periodic force. This model exhibits two types of oscillations with different characteristic time scales, namely, long and…

Chaotic Dynamics · Physics 2015-06-05 Hiroyasu Ando , Hiromichi Suetani , Juergen Kurths , Kazuyuki Aihara

Under applied shear strain, granular and amorphous materials deform via particle rearrangements, which can be small and localized or organized into system-spanning avalanches. While the statistical properties of avalanches under…

Soft Condensed Matter · Physics 2022-03-03 Ethan Stanifer , M. Lisa Manning

Living systems are hierarchical control systems that display a small world network structure, in which many smaller clusters are nested within fewer larger ones, producing a fractal-like structure with a power-law cluster size distribution…

Neurons and Cognition · Quantitative Biology 2023-06-22 Rutger Goekoop , Roy de Kleijn

For statistical analysis of multiway contingency tables we propose modeling interaction terms in each maximal compact component of a hierarchical model. By this approach we can search for parsimonious models with smaller degrees of freedom…

Statistics Theory · Mathematics 2011-08-23 Hisayuki Hara , Tomonari Sei , Akimichi Takemura

Forest-fire waiting times, defined as the time between successive events above a certain size in a given region, are calculated for Italy. The probability densities of the waiting times are found to verify a scaling law, despite that fact…

Geophysics · Physics 2009-11-13 Alvaro Corral , Luciano Telesca , Rosa Lasaponara

We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- hierarchical structure, spatial dynamics, and external driving -- are combined in a classical branching diffusion with…

Geophysics · Physics 2010-03-02 Andrei Gabrielov , Vladimir Keilis-Borok , Sayaka Olsen , Ilya Zaliapin

Recent research has shown the deep impact of the dynamics of human interactions (or temporal social networks) on the spreading of information, opinion formation, etc. In general, the bursty nature of human interactions lowers the…

Physics and Society · Physics 2015-06-16 Giovanna Miritello , Rubén Lara , Esteban Moro

Turbulent signals are known to exhibit burst-like activities, which affect the turbulence statistics at both large and small scales of the flow. In our study, we pursue this problem from the perspective of an event-based framework, where…

Fluid Dynamics · Physics 2023-01-26 Subharthi Chowdhuri , Tirtha Banerjee

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

Physics and Society · Physics 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

Hierarchical dynamics in glass-forming systems span multiple timescales, from fast vibrations to slow structural rearrangements, appearing in both supercooled fluids and glassy states. Understanding how these diverse processes interact…

Soft Condensed Matter · Physics 2025-05-28 Wensi Sun , Yanshuang Chen , Wencheng Ji , Yi Zhou , Hua Tong , Ke Chen , Xiaosong Chen , Hajime Tanaka , Peng Tan

Wind farms can be regarded as complex systems that are, on the one hand, coupled to the nonlinear, stochastic characteristics of weather and, on the other hand, strongly influenced by supervisory control mechanisms. One crucial problem in…

Applications · Statistics 2021-01-22 Tobias Braun , Matthias Waechter , Joachim Peinke , Thomas Guhr

Chaos is widely understood as being a consequence of sensitive dependence upon initial conditions. This is the result of an instability in phase space, which separates trajectories exponentially. Here, we demonstrate that this criterion…

Chaotic Dynamics · Physics 2017-06-28 Marc Pradas , Alain Pumir , Greg Huber , Michael Wilkinson

Major postoperative complications are devastating to surgical patients. Some of these complications are potentially preventable via early predictions based on intraoperative data. However, intraoperative data comprise long and fine-grained…

Machine Learning · Computer Science 2022-10-11 Dingwen Li , Bing Xue , Christopher King , Bradley Fritz , Michael Avidan , Joanna Abraham , Chenyang Lu

Understanding the spatial extent of extreme precipitation is necessary for determining flood risk and adequately designing infrastructure (e.g., stormwater pipes) to withstand such hazards. While environmental phenomena typically exhibit…

Applications · Statistics 2020-03-25 Gregory P. Bopp , Benjamin A. Shaby , Raphaël Huser

We calculate the hydrodynamic time scales for a spherical ultra-relativistic shell that is decelerated by the ISM and discuss the possible relations between these time scales and the observed temporal structure in $\gamma$-ray bursts. We…

Astrophysics · Physics 2007-05-23 Re'em Sari , Tsvi Piran

The analysis of complex and time-evolving interactions like social dynamics represents a current challenge for the science of complex systems. Temporal networks stand as a suitable tool to schematise such systems, encoding all the appearing…

Recent theories suggest that Neural Scaling Laws arise whenever the task is linearly decomposed into power-law distributed units. Alternatively, scaling laws also emerge when data exhibit a hierarchically compositional structure, as is…

Machine Learning · Statistics 2025-05-13 Francesco Cagnetta , Hyunmo Kang , Matthieu Wyart

Spatio-temporal hierarchical modeling is an extremely attractive way to model the spread of crime or terrorism data over a given region, especially when the observations are counts and must be modeled discretely. The spatio-temporal…

Applications · Statistics 2017-09-27 Nicholas J. Clark , Philip M. Dixon