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20002020
most citedMultifractal detrended cross-correlation analysis for two nonstationary signals

772 citations · 5.5k across the 80 of their papers we have counts for

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13 papers · 1 filter

cond-mat.stat-mech2005★ 105 cited

Importance of Positive Feedbacks and Over-confidence in a Self-Fulfilling Ising Model of Financial Markets

Didier Sornette, Wei-Xing Zhou

Following a long tradition of physicists who have noticed that the Ising model provides a general background to build realistic models of social interactions, we study a model of f…

cond-mat.stat-mech2005★ 5 cited

Shape complexity and fractality of fracture surfaces of swelled isotactic polypropylene with supercritical carbon dioxide

Wei-Xing Zhou, Bin Li, Tao Liu +3

We have investigated the fractal characteristics and shape complexity of the fracture surfaces of swelled isotactic polypropylene Y1600 in supercritical carbon dioxide fluid throug…

cond-mat.stat-mech2004★ 70 cited

Non-parametric Determination of Real-Time Lag Structure between Two Time Series: the "Optimal Thermal Causal Path" Method

D. Sornette, W. -X. Zhou

We introduce a novel non-parametric methodology to test for the dynamical time evolution of the lag-lead structure between two arbitrary time series. The method consists in constru…

cond-mat.stat-mech2004★ 14 cited

Bubble, Critical Zone and the Crash of Royal Ahold

G. Broekstra, D. Sornette, W. -X. Zhou

Our analysis of financial data, in terms of super-exponential growth, suggests that the seed of the 2002/03 crisis of the Dutch supermarket giant AHOLD was planted in 1996. It beca…

cond-mat.stat-mech2004★ 585 cited

Discrete Hierarchical Organization of Social Group Sizes

W. -X. Zhou, D. Sornette, R. A. Hill +1

The ``social brain hypothesis'' for the evolution of large brains in primates has led to evidence for the coevolution of neocortical size and social group sizes. Extrapolation of t…

cond-mat.stat-mech2004

Does randomness in multifractals imply latent dimensions?

Wei-Xing Zhou, Zun-Hong Yu

Negative, or latent, dimensions have always attracted a strong interest since their discovery. When randomness is introduced in multifractals, the sample-to-sample fluctuations of…