554 citations · 959 across the 14 of their papers we have counts for
3 papers · 1 filter
Stability Analysis and Local Influence Diagnostics for an Extreme-Value Regression Model of Anomalous Wind Gusts
José I. C. Lima, Raydonal Ospina, Michelli Barros +1
Extreme events in complex physical systems, such as anomalous wind gusts, often cause significant material and human damage. Their modeling is crucial for risk assessment and under…
Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data
Luan M. T. de Moraes, Antônio M. S. Macêdo, Giovani L. Vasconcelos +1
We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the d…
Matrix H-theory approach to stock market fluctuations
Luan M. T. de Moraes, Antônio M. S. Macedo, Raydonal Ospina +1
We introduce matrix H theory, a framework for analyzing collective behavior arising from multivariate stochastic processes with hierarchical structure. The theory models the joint…