31 citations · 43 across the 3 of their papers we have counts for
3 papers
nlin.CD2017★ 11 cited
Symbolic dynamics techniques for complex systems: Application to share price dynamics
Dan Xu, Christian Beck
The symbolic dynamics technique is well-known for low-dimensional dynamical systems and chaotic maps, and lies at the roots of the thermodynamic formalism of dynamical systems. Her…
q-fin.ST2015★ 31 cited
Transition from lognormal to chi-square superstatistics for financial time series
Dan Xu, Christian Beck
Share price returns on different time scales can be well modelled by a superstatistical dynamics. Here we provide an investigation which type of superstatistics is most suitable to…
nlin.SI2014★ 1 cited
The Sylvester equation and integrable equations: I. The Korteweg-de Vries system and sine-Gordon equation
Dan-dan Xu, Da-jun Zhang, Songling Zhao
The paper is to reveal the direct links between the well known Sylvester equation in matrix theory and some integrable systems. Using the Sylvester equation $\boldsymbol{K} \boldsy…