相关论文: Two Fractal Overlap Time Series: Earthquakes and M…

We consider cosmological models based on the spectral action formulation of (modified) gravity. We analyze the coupled effects, in this model, of the presence of nontrivial cosmic topology and of fractality in the large scale structure of…

Earthquakes are a complex spatiotemporal phenomenon, the underlying mechanism for which is still not fully understood despite decades of research and analysis. We propose and develop a network approach to earthquake events. In this network,…

We propose that catastrophic events are "outliers" with statistically different properties than the rest of the population and result from mechanisms involving amplifying critical cascades. Applications and the potential for prediction are…

We take prior-to-crash market prices (NASDAQ, Dow Jones Industrial Average) as a signal, a function of time, we project these discrete values onto a vertical axis, thus obtaining a Cantordust. We study said cantordust with the tools of…

Contrary to common belief, as the time since the last earthquake in a certain region increases, the risk of occurrence of another earthquake diminishes. As a consequence, the expected waiting time to the next event increases with the…

We review here briefly the nature of precursors of global failures in three different kinds of many-body dynamical systems. First, we consider the lattice models of self-organised criticality in sandpiles and investigate numerically the…

We report evidence of a deep interplay between cross-correlations hierarchical properties and multifractality of New York Stock Exchange daily stock returns. The degree of multifractality displayed by different stocks is found to be…

In many important systems exhibiting crackling noise --- intermittent avalanche-like relaxation response with power-law and, thus, self-similar distributed event sizes --- the "laws" for the rate of activity after large events are not…

The volatility of financial instruments is rarely constant, and usually varies over time. This creates a phenomenon called volatility clustering, where large price movements on one day are followed by similarly large movements on successive…

In this paper, we provide a simple, ``generic'' interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that in this context 1/f power spectra, as observed…

In this paper we compare market price fluctuations with the response to fundamental price drops within the Lux-Marchesi model which is able to reproduce the most important stylized facts of real market data. Major differences can be…

One way to warn of forthcoming critical transitions in Earth system components is using observations to detect declining system stability. It has also been suggested to extrapolate such stability changes into the future and predict tipping…

Cascades of events and extreme occurrences have garnered significant attention across diverse domains such as financial markets, seismology, and social physics. Such events can stem either from the internal dynamics inherent to the system…

We take a look the changes of different asset prices over variable periods, using both traditional and spectral methods, and discover universality phenomena which hold (in some cases) across asset classes.

A wide variety of complex systems exhibit large fluctuations both in space and time that often can be attributed to the presence of some kind of critical phenomena. Under such critical scenario it is well known that the properties of the…

We propose a novel method for analyzing precursory seismic data before an earthquake that treats them as a Markov process and distinguishes the background noise from real fluctuations due to an earthquake. A short time (on the order of…

Fluid flows such as gases or liquids exhibit space-time fluctuations on all scales extending down to molecular scales. Such broadband continuum fluctuations characterise all dynamical systems in nature and are identified as selfsimilar…

Aftershock sequences are of particular interest in seismic research since they may condition seismic activity in a given region over long time spans. While they are typically identified with periods of enhanced seismic activity after a…

We present an axiomatic approach to earthquake forecasting in terms of multi-component random fields on a lattice. This approach provides a method for constructing point estimates and confidence intervals for conditional probabilities of…

Trading a financial asset pushes its price as well as the prices of other assets, a phenomenon known as cross-impact. We consider a general class of kernel-based cross-impact models and investigate suitable parameterisations for trading…