241 citations · 1.4k across the 54 of their papers we have counts for
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physics.data-an2012
Evaluating strong measurement noise in data series with simulated annealing method
J. Carvalho, F. Raischel, M. Haase +1
Many stochastic time series can be described by a Langevin equation composed of a deterministic and a stochastic dynamical part. Such a stochastic process can be reconstructed by m…
physics.data-an2012★ 25 cited
Uncovering wind turbine properties through two-dimensional stochastic modeling of wind dynamics
Frank Raischel, Teresa Scholz, Vitor V. Lopes +1
Using a method for stochastic data analysis, borrowed from statistical physics, we analyze synthetic data from a Markov chain model that reproduces measurements of wind speed and p…
q-fin.CP2012
Heavy-tails in economic data: fundamental assumptions, modelling and analysis
João P. da Cruz, Pedro G. Lind
The study of heavy-tailed distributions in economic and financial systems has been widely addressed since financial time series has become a research subject.After the eighties, se…