Zobrazeno 1 - 7
of 7
pro vyhledávání: '"G. F. Zebende"'
Publikováno v:
Fluctuation and Noise Letters. 21
The study of water sources such as rivers and lakes is increasingly important in the modern world, mainly due to their scarcity and the large number of cities flooded by heavy rains. In this paper, we aim to analyze the dynamics of the daily flow of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e0f454740469a1ac0a45acde2bb9a30b
https://doi.org/10.1142/s0219477522500596
https://doi.org/10.1142/s0219477522500596
Publikováno v:
Fluctuation and Noise Letters. 21
In this paper, we propose to analyze multiple cross-correlation between six stock market indexes (Dow Jones Industrial Average, Nasdaq Composite, DAX Performance, FTSE 100, S&P/TSX Composite and Nikkei 225) based on the multiple detrended cross-corre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::15748e1e627f7f9722008d274d92e457
https://doi.org/10.1142/s0219477522500456
https://doi.org/10.1142/s0219477522500456
Autor:
E. F. Guedes, R. P. C. Santos, L. H. R. Figueredo, P. A. da Silva, R. M. T. S. Dias, G. F. Zebende
Publikováno v:
Fluctuation and Noise Letters. 21
This paper aims to analyze whether the financial crises of the past 20 years have reduced efficiency, in its weak form, in 19 stock markets belonging to the 20 most developed economies (G-20). The sample period comprises the period from 2 January 200
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fc57fbe6bc3b90a9683307cce6e546c7
https://doi.org/10.1142/s021947752250033x
https://doi.org/10.1142/s021947752250033x
Publikováno v:
Fluctuation and Noise Letters. 21
In this paper, we implemented a new approach of measuring contagion effect on financial crisis based on the Detrended Multiple Cross-Correlation Coefficient, [Formula: see text], with a statistical test to assess its significance. Our study is restri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b5040bfcc238037987a942b66584c652
https://doi.org/10.1142/s0219477522500262
https://doi.org/10.1142/s0219477522500262
Autor:
E F, Guedes, A A, Brito, F M, Oliveira Filho, B F, Fernandez, A P N, de Castro, A M, da Silva Filho, G F, Zebende
Publikováno v:
Data in Brief
In this paper the algorithm for ΔρDCCA statistical test (Guedes et al., 2018) [1] is presented. Our test begins with the simulation of four time series pairs, by an ARFIMA process. These time series has N=250, 500, 1000, and 2000 points, see Guedes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=pmid________::765a2cc8a97b1d66cba62318c4c7ea06
https://pubmed.ncbi.nlm.nih.gov/30140718
https://pubmed.ncbi.nlm.nih.gov/30140718
Publikováno v:
International Journal of Modern Physics C. 19:665-669
The transportation problems are in evidence due to their importance. This type of problem is usually studied by nonlinear dynamics. In this paper, we study time series of vehicle demand by using the ferry-boat system between Salvador city and Itapari
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cd5ba9fbc8d9f0dd48695e5c7a313af6
https://doi.org/10.1142/s0129183108012388
https://doi.org/10.1142/s0129183108012388
Publikováno v:
Journal of Physics A: Mathematical and General. 27:1-8
We use a Monte Carlo simulation to study new features of the (one-dimensional) Domany-Kinzel cellular automaton (CA). Considering the relaxation process of the 'magnetization' (the frozen-active order parameter) towards its equilibrium value, we meas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::80fb12453145e5606cfa27b4f558765f
https://doi.org/10.1088/0305-4470/27/1/001
https://doi.org/10.1088/0305-4470/27/1/001