127 citations · 501 across the 23 of their papers we have counts for
8 papers · 1 filter
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…
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…
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…
Generalized Technical Analysis. Effects of transaction volume and risk
M. Ausloos, K. Ivanova
We generalize the momentum indicator idea taking into account the volume of transactions as a multiplicative factor. We compare returns obtained following strategies based on the c…
Crashes : symptoms, diagnoses and remedies
M. Ausloos, K. Ivanova, N. Vandewalle
A brief historical perspective is first given concerning financial crashes, - from the 17th till the 20th century. In modern times, it seems that log periodic oscillations are foun…
Correlations Between Reconstructed EUR Exchange Rates vs. CHF, DKK, GBP, JPY and USD
M. Ausloos, K. Ivanova
On Jan. 1, 1999 the European Union introduced a common currency Euro (), to become the legal currency in all eleven countries which form the . In order to test the …