228 citations · 561 across the 14 of their papers we have counts for
3 papers · 1 filter
On the multi-fractal structure of traded volume in financial markets
L. G. Moyano, J. de Souza, S. M. Duarte Queiros
In this pre-print we explore the multi-fractal properties of 1 minute traded volume of the equities which compose the Dow Jones 30. We also evaluate the weights of linear and non-l…
Numerical indications of a q-generalised central limit theorem
Luis G. Moyano, Constantino Tsallis, Murray Gell-Mann
We provide numerical indications of the -generalised central limit theorem that has been conjectured (Tsallis 2004) in nonextensive statistical mechanics. We focus on binary…
Weak Chaos in large conservative system -- Infinite-range coupled standard maps
Luis G. Moyano, Ana P. Majtey, Constantino Tsallis
We study, through a new perspective, a globally coupled map system that essentially interpolates between simple discrete-time nonlinear dynamics and certain long-range many-body Ha…