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Stock markets can become inefficient due to calendar anomalies known as day-of-the-week effect. Calendar anomalies are well-known in financial literature, but the phenomena remain to be explored in econophysics. In this paper we use…

Statistical Finance · Quantitative Finance 2022-05-04 Darko Stosic , Dusan Stosic , Irena Vodenska , H. Eugene Stanley , Tatijana Stosic

A calculational approach in fluid turbulence is presented. Use is made of the attracting nature of the fluid-dynamic dynamical system. An approximate approach is offerred that effectively propagates the statistics in time. Loss of…

Fluid Dynamics · Physics 2007-05-23 Edsel A. Ammons

Turbulence has strong and seemingly random fluctuations. Assessing its repeatability is key to predicting flows in technology and nature, much of which decay as viscosity dissipates energy. Much has been done to this end since the work of…

Fluid Dynamics · Physics 2026-05-11 Noé Clavier , Eberhard Bodenschatz , Florencia Falkinhoff

The utilization of time reversal symmetry in designing and implementing (quantum) optical experiments has become more and more frequent over the past years. We review the basic idea underlying time reversal methods, illustrate it with…

Optics · Physics 2012-05-08 Gerd Leuchs , Markus Sondermann

The concept of inverse statistics in turbulence has attracted much attention in the recent years. It is argued that the scaling exponents of the direct structure functions and the inverse structure functions satisfy an inversion formula.…

Fluid Dynamics · Physics 2007-05-23 Jian-Liang Xu , Wei-Xing Zhou , Hai-Feng Liu , Xin Gong , Fu-Cheng Wang , Zun-Hong Yu

This article proposes a systematic methodological review and objective criticism of existing methods enabling the derivation of time-varying Granger-causality statistics in neuroscience. The increasing interest and the huge number of…

Applications · Statistics 2017-04-12 Sezen Cekic , Didier Grandjean , Olivier Renaud

Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…

Functional Analysis · Mathematics 2018-11-09 Roberto Leonarduzzi , Patrice Abry , Herwig Wendt , Stéphane Jaffard , Hugo Touchette

We present a study of morphological irregularity. Following recent work, we define an information-theoretic measure of irregularity based on the predictability of forms in a language. Using a neural transduction model, we estimate this…

Computation and Language · Computer Science 2019-06-28 Shijie Wu , Ryan Cotterell , Timothy J. O'Donnell

We introduce a new method for detection of long-range cross-correlations and multifractality - multifractal height cross-correlation analysis (MF-HXA) - based on scaling of qth order covariances. MF-HXA is a bivariate generalization of the…

Statistical Finance · Quantitative Finance 2012-05-24 Ladislav Kristoufek

The area of inverse problems in mathematics is highly interdisciplinary. In various fields of science, engineering, medicine, and industry, there arises a need to reconstruct information about unknown entities that cannot be directly…

Numerical Analysis · Mathematics 2024-09-17 Manabu Machida

The main purpose of this article is to alert spectroscopists, particularly those involved in surveys, to the fact that rapidly pulsating sources induce periodic structures in spectra. This would allow the detection of new classes of objects…

High Energy Astrophysical Phenomena · Physics 2010-03-18 Ermanno F. Borra

Counterfactual explanations are a prominent example of post-hoc interpretability methods in the explainable Artificial Intelligence research domain. They provide individuals with alternative scenarios and a set of recommendations to achieve…

Artificial Intelligence · Computer Science 2021-01-20 Andrea Ferrario , Michele Loi

We study the tunneling through an arbitrary number of finite rectangular opaque barriers and generalize earlier results by showing that the total tunneling phase time depends neither on the barrier thickness nor on the inter-barrier…

Quantum Physics · Physics 2009-11-07 S. Esposito

In recent years, time correlators have received renewed attention, especially under the guise of identifiers of nonclassical correlations. However, the physical interpretation of these objects, and more generally of multi-times variables,…

Quantum Physics · Physics 2025-04-01 Lucas Maquedano , Alexandre D. Ribeiro , Ana C. S. Costa , Renato M. Angelo

This article primarily aims to unify the various formalisms of multivariate coefficients of variation, leveraging advanced concepts of generalized means, whether weighted or not, applied to the eigenvalues of covariance matrices. We…

Instrumentation and Detectors · Physics 2024-03-13 Elise Colin , Razvigor Ossikovski

The problem of intermittency in developed hydrodynamic turbulence is considered. Explicit formulae taking into account effects of finite size of the inertial range are presented for the whole set of intermittency exponents. The formulae fit…

chao-dyn · Physics 2008-02-03 V. M. Malkin

We consider a family of integer sequences generated by nonlinear recurrences of the second order, which have the curious property that the terms of the sequence, and integer multiples of the ratios of successive terms (which are also…

Number Theory · Mathematics 2015-07-22 Andrew N. W. Hone

On their roller coaster ride through turbulence, tracer particles sample the fluctuations of the underlying fields in space and time. Quantitatively relating particle and field statistics remains a fundamental challenge in a large variety…

Fluid Dynamics · Physics 2018-01-10 Cristian C. Lalescu , Michael Wilczek

Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…

Statistical Finance · Quantitative Finance 2020-07-01 Jarosław Klamut , Ryszard Kutner , Tomasz Gubiec , Zbigniew R. Struzik

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…

Dynamical Systems · Mathematics 2019-10-02 Théophile Caby , Davide Faranda , Giorgio Mantica , Sandro Vaienti , Pascal Yiou