相关论文: Two Fractal Overlap Time Series: Earthquakes and M…
We propose a new type of earthquake precursor based on the analysis of correlation dynamics between geophysical signals of different nature. The precursor is found using a two-parameter cross-correlation function introduced within the…
Simple models for ruptures along a heterogeneous earthquake fault zone are studied, focussing on the interplay between the roles of disorder and dynamical effects. A class of models are found to operate naturally at a critical point whose…
As described in this paper, we study market-wide price co-movements around crashes by analyzing a dataset of high-frequency stock returns of the constituent issues of Nikkei 225 Index listed on the Tokyo Stock Exchange for the three years…
Earthquakes occur because of abrupt slips on faults due to accumulated stress in the Earth's crust. Because most of these faults and their mechanisms are not readily apparent, deterministic earthquake prediction is difficult. For effective…
A fractal method to detect, locate and quantify chaos in multi-dimensional-conservative-closed systems, based on the creation of artificial exits, is presented. The method is invariant under space-time changes of coordinates and can be used…
In this paper we describe physical properties arising in the vicinity of two coupled quantum phase transitions. We consider a phenomenological model based on two scalar order parameter fields locally coupled biquadratically and having a…
Two de-modulation algorithms are used to observe free-oscillations of the earth that are coincident with earthquakes.
Here we focus on a basic statistical measure of earthquake catalogs that has not been studied before, the asymmetry of interevent time series (e.g., reflecting the tendency to have more aftershocks than spontaneous earthquakes). We define…
Using the tools developed for statistical physics, we simultaneously analyze statistical properties of the Jakarta and Kuala Lumpur Stock Exchange indices. In spite of the small number of data used in the analysis, the result shows the…
We investigate whether fractal markets hypothesis and its focus on liquidity and invest- ment horizons give reasonable predictions about dynamics of the financial markets during the turbulences such as the Global Financial Crisis of late…
In this paper we propose an Ising model which simulates multiple financial time series. Our model introduces the interaction which couples to spins of other systems. Simulations from our model show that time series exhibit the volatility…
Upon employing a natural time window of fixed length sliding through a time series, an explicit interrelation between the variability $\beta$ of the variance $\kappa_1$($=< \chi^2 > - < \chi >^2$) of natural time $\chi$ and events'…
Universal shape profiles in a variety of systems contain crucial information on the underlying dynamics. We develop such shape profiles for earthquakes as a stronger test of theory against observations. The earthquake analysis shows good…
We present a detailed statistical analysis of acoustic emission time series from laboratory rock fracture obtained from different experiments on different materials including acoustic emission controlled triaxial fracture and punch-through…
The number of earthquakes as a function of magnitude decays as a power law. This trend is usually justified using spring-block models, where slips with the appropriate global statistics have been numerically observed. However, prominent…
The principal aim of this work is the evidence on empirical way that catastrophic bifurcation breakdowns or transitions, proceeded by flickering phenomenon, are present on notoriously significant and unpredictable financial markets.…
As a model of market price, we introduce a new type of random walk in a moving potential which is approximated by a quadratic function with its center given by the moving average of its own trace. The properties of resulting random walks…
There is a large body of work, built on tools developed in mathematics and physics, demonstrating that financial market prices exhibit self-similarity at different scales. In this paper, we explore the use of analytical topology to…
We propose a modified version of the Tomlinson model for static friction between two chains of beads. We introduce disorder in terms of vacancies in the chain, and distribute the remaining beads in a scale invariant way. For this we utilize…
We show that the distribution of waiting times between earthquakes occurring in California obeys a simple unified scaling law valid from tens of seconds to tens of years, see Eq. (1) and Fig. 4. The short time clustering, commonly referred…