241 citations · 1.4k across the 54 of their papers we have counts for
4 papers · 1 filter
Parameter-free resolution of the superposition of stochastic signals
Teresa Scholz, Frank Raischel, Vitor V. Lopes +4
This paper presents a direct method to obtain the deterministic and stochastic contribution of the sum of two independent sets of stochastic processes, one of which is composed by…
From empirical data to continuous Markov processes: a systematic approach
Pedro Lencastre, Frank Raischel, Tim Rogers +1
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence…
Uncovering the evolution of non-stationary stochastic variables: the example of asset volume-price fluctuations
Paulo Rocha, Frank Raischel, João P. Boto +1
We present a framework for describing the evolution of stochastic observables having a non-stationary distribution of values. The framework is applied to empirical volume-prices fr…
The Langevin Approach: a simple stochastic method for complex phenomena
Nico Reinke, André Fuchs, Wided Medjroubi +3
We describe a simple stochastic method, so-called Langevin approach, which enables one to extract evolution equations of stochastic variables from a set of measurements. Our method…