activity
20012011
most citedDynamical model and nonextensive statistical mechanics of a market index on large time windows

127 citations · 501 across the 23 of their papers we have counts for

collaborators

23 papers

physics.soc-ph2011★ 2 cited

Two-Population Dynamics in a Growing Network Model

Kristinka Ivanova, Ivan Iordanov

We introduce a growing network evolution model with nodal attributes. The model describes the interactions between potentially violent V and non-violent N agents who have different…

cond-mat.stat-mech2003★ 5 cited

Searching for self-similarity in switching time and turbulent cascades in ion transport through a biochannel. A time delay asymmetry

M. Ausloos, K. Ivanova, Z. Siwy

The process of ion transport through a locust potassium channel is described by means of the Fokker-Planck equation (FPE). The deterministic and stochastic components of the proces…

cond-mat2003★ 127 cited

Dynamical model and nonextensive statistical mechanics of a market index on large time windows

Marcel Ausloos, Kristinka Ivanova

The shape and tails of partial distribution functions (PDF) for a financial signal, i.e. the S&P500 and the turbulent nature of the markets are linked through a model encompassing…

cond-mat2003★ 3 cited

Classical technical analysis of Latin American market indices. Correlations in Latin American currencies (ARS, CLP, MXP) exchange rates with respect to DEM, GBP, JPY and USD

M. Ausloos, K. Ivanova

The classical technical analysis methods of financial time series based on the moving average and momentum is recalled. Illustrations use the IBM share price and Latin American (Ar…

cond-mat.stat-mech2003★ 1 cited

Deterministic and stochastic influences on Japan and US stock and foreign exchange markets. A Fokker-Planck approach

K. Ivanova, M. Ausloos, H. Takayasu

The evolution of the probability distributions of Japan and US major market indices, NIKKEI 225 and NASDAQ composite index, and and currency exchange rates is d…

cond-mat.stat-mech2003★ 22 cited

Time correlations and 1/f behavior in backscattering radar reflectivity measurements from cirrus cloud ice fluctuations

K. Ivanova, T. P. Ackerman, E. E. Clothiaux +3

The state of the atmosphere is governed by the classical laws of fluid motion and exhibits correlations in various spatial and temporal scales. These correlations are crucial to un…