129 citations · 143 across the 3 of their papers we have counts for
4 papers
High frequency intrinsic modes in El Niño Southern Oscillation Index
Filippo Petroni, Marcel Ausloos
Recent data of the Southern Oscillation Index have been analyzed. The power spectrum indicates major intrinsic geophysical short periods. We find interesting ``high frequen…
Effectiveness of Measures of Performance During Speculative Bubbles
Filippo Petroni, Giulia Rotundo
Statistical analysis of financial data most focused on testing the validity of Brownian motion (Bm). Analysis performed on several time series have shown deviation from the Bm hypo…
Indo-European languages tree by Levenshtein distance
Maurizio Serva, Filippo Petroni
The evolution of languages closely resembles the evolution of haploid organisms. This similarity has been recently exploited \cite{GA,GJ} to construct language trees. The key point…
Spot foreign exchange market and time series
Filippo Petroni, Maurizio Serva
We investigate high frequency price dynamics in foreign exchange market using data from Reuters information system (the dataset has been provided to us by Ols en & Associates). In…