127 citations · 501 across the 23 of their papers we have counts for
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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…
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…
Statistical Derivation of the Evolution Equation of Liquid Water Path Fluctuations in Clouds
K. Ivanova, M. Ausloos
How to distinguish and quantify deterministic and random influences on the statistics of turbulence data in meteorology cases is discussed from first principles. Liquid water path…
Dynamical analysis of S&P500 momentum
K. Ivanova, L. T. Wille
The dynamics of the S&P500 price signal is studied using a moving average technique. Particular attention is paid to intersections of two moving averages with different time horizo…
Mechanistic approach to generalized technical analysis of share prices and stock market indices
M. Ausloos, K. Ivanova
Classical technical analysis methods of stock evolution are recalled, i.e. the notion of moving averages and momentum indicators. The moving averages lead to define death and gold…
Correlation studies of open and closed states fluctuations in an ion channel: Analysis of ion current through a large conductance locust potassium channel
Zuzanna Siwy, Marcel Ausloos, Kristinka Ivanova
Ion current fluctuations occurring within open and closed states of large conductance locust potassium channel (BK channel) were investigated for the existence of correlation. Both…