The Experts below are selected from a list of 20757 Experts worldwide ranked by ideXlab platform

Huang Fanzhan - One of the best experts on this subject based on the ideXlab platform.

Eugene H Stanley - One of the best experts on this subject based on the ideXlab platform.

  • fractionally integrated process for Transition Economics
    Physica A-statistical Mechanics and Its Applications, 2006
    Co-Authors: Boris Podobnik, Timotej Jagric, Ivo Grosse, Eugene H Stanley
    Abstract:

    We analyze the European Transition Economics and show that many time series of major indices exhibit (i) power-law correlations in their values, (ii) power-law correlations in their magnitudes and (iii) an asymmetric probability distribution. Applying the phase randomization procedure to these time series, we show that magnitude correlations completely vanish. We propose a stochastic model that can generate time series with features (i), (ii) and (iii), and we show by means of numerical simulations that this model is capable of reproducing these three features found in the empirical data.

Wang Shuguang - One of the best experts on this subject based on the ideXlab platform.

Boris Podobnik - One of the best experts on this subject based on the ideXlab platform.

  • fractionally integrated process for Transition Economics
    Physica A-statistical Mechanics and Its Applications, 2006
    Co-Authors: Boris Podobnik, Timotej Jagric, Ivo Grosse, Eugene H Stanley
    Abstract:

    We analyze the European Transition Economics and show that many time series of major indices exhibit (i) power-law correlations in their values, (ii) power-law correlations in their magnitudes and (iii) an asymmetric probability distribution. Applying the phase randomization procedure to these time series, we show that magnitude correlations completely vanish. We propose a stochastic model that can generate time series with features (i), (ii) and (iii), and we show by means of numerical simulations that this model is capable of reproducing these three features found in the empirical data.

Timotej Jagric - One of the best experts on this subject based on the ideXlab platform.

  • fractionally integrated process for Transition Economics
    Physica A-statistical Mechanics and Its Applications, 2006
    Co-Authors: Boris Podobnik, Timotej Jagric, Ivo Grosse, Eugene H Stanley
    Abstract:

    We analyze the European Transition Economics and show that many time series of major indices exhibit (i) power-law correlations in their values, (ii) power-law correlations in their magnitudes and (iii) an asymmetric probability distribution. Applying the phase randomization procedure to these time series, we show that magnitude correlations completely vanish. We propose a stochastic model that can generate time series with features (i), (ii) and (iii), and we show by means of numerical simulations that this model is capable of reproducing these three features found in the empirical data.