Zobrazeno 1 - 10
of 309
pro vyhledávání: '"Stosic, Tatijana"'
Autor:
Stosic, Borko, Stosic, Tatijana
In this work we address the question of the Multifractal detrended cross-correlation analysis method that has been subject to some controversies since its inception almost two decades ago. To this end we propose several new options to deal with negat
Externí odkaz:
http://arxiv.org/abs/2406.19406
A novel heuristic approach is proposed here for time series data analysis, dubbed Generalized weighted permutation entropy, which amalgamates and generalizes beyond their original scope two well established data analysis methods: Permutation entropy,
Externí odkaz:
http://arxiv.org/abs/2207.01169
Autor:
Djurdjević, Vladimir, Stosic, Borko, Tošić, Milica, Lazić, Irida, Putniković, Suzana, Stosic, Tatijana, Tošić, Ivana
Publikováno v:
In Atmospheric Research July 2024 304
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 multifractal anal
Externí odkaz:
http://arxiv.org/abs/2106.06164
Publikováno v:
In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena May 2024 182
Autor:
Stosic, Tatijana, Stosic, Borko
Publikováno v:
In Physica A: Statistical Mechanics and its Applications 15 February 2024 636
Autor:
da Silva, Antonio Samuel Alves, Stosic, Tatijana, Arsenić, Ilija, Menezes, Rômulo Simões Cezar, Stosic, Borko
Publikováno v:
In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena July 2023 172
Stock market indices are one of the most investigated complex systems in econophysics. Here we extend the existing literature on stock markets in connection with nonextensive statistical mechanics. We explore the nonextensivity of price volatilities
Externí odkaz:
http://arxiv.org/abs/1901.07721
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