73 citations · 103 across the 12 of their papers we have counts for
4 papers · 1 filter
Dynamical model and nonextensive statistical mechanics of a market index on large time windows
Marcel Ausloos, Kristinka Ivanova
The shape and tails of partial distribution functions (PDF) for a financial signal, i.e. the S&P500 and the turbulent nature of the markets are linked through a model encompassing…
Multifractality of Cloud Base Height Profiles
K. Ivanova, N. Gospodinova, H. N. Shirer +3
Cloud base height profiles measured with laser ceilometer are studied using multifractal approach. The irregular structure of the signals is a benchmark for nonlinear dynamical pro…
Some Statistical Physics Approaches for Trends and Predictions in Meteorology
K. Ivanova, M. Ausloos, T. Ackerman +2
Specific aspects of time series analysis are discussed. They are related to the analysis of atmospheric data that are pertinent to clouds. A brief introduction on some of the most…
Patterns, Trends and Predictions in stock market indices and foreign currency exchange rates
M. Ausloos, K. Ivanova
Specialized topics on financial data analysis from a numerical and physical point of view are discussed. They pertain to the analysis of crash prediction in stock market indices an…