4 papers
Fractality of the Schrödinger Density for Rough Data
Masoud Ataei
The observable of the Talbot effect is the intensity behind the grating: the density of the evolving field, not the field itself. Its fractality was previously known only for step…
Statistical Geometry and Information Dynamics on Hyperspherical Surfaces
Masoud Ataei
We study the statistical geometry of random chords on n-dimensional spheres by deriving explicit analytical expressions for the chord length distribution and its associated structu…
Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index
Masoud Ataei
This study evaluates the scale-dependent informational efficiency of stock markets using the Financial Chaos Index, a tensor-eigenvalue-based measure of realized volatility. Incorp…
Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index
Masoud Ataei
This paper investigates the structural dynamics of stock market volatility through the Financial Chaos Index, a tensor- and eigenvalue-based measure designed to capture realized vo…