17 citations · 35 across the 4 of their papers we have counts for
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cond-mat.stat-mech2002★ 17 cited
Strategy for investments from Zipf law(s)
M. Ausloos, Ph. Bronlet
We have applied the Zipf method to extract the exponent for seven financial indices (DAX, FTSE; DJIA, NASDAQ, S&P500; Hang-Seng and Nikkei 225), after having translated the si…
cond-mat2002★ 12 cited
Generalized (m,k)-Zipf law for fractional Brownian motion-like time series with or without effect of an additional linear trend
Ph. Bronlet, M. Ausloos
We have translated fractional Brownian motion (FBM) signals into a text based on two ''letters'', as if the signal fluctuations correspond to a constant stepsize random walk. We ha…