activity
19982022
most citedMarkov Processes, Hurst Exponents, and Nonlinear Diffusion Equations with application to finance

105 citations · 398 across the 25 of their papers we have counts for

collaborators

25 papers

physics.optics2022★ 4 cited

Imaging in Reflecting Spheres

Jean-Pierre Eckmann, Gemunu H. Gunaratne, Jason Shulman +1

We study the formation of images in a reflective sphere in three configurations using caustics of the field of light rays. The optical wavefront emerging from a source point reachi…

q-fin.ST2017★ 38 cited

Anomalous Scaling of Stochastic Processes and the Moses Effect

Lijian Chen, Kevin E. Bassler, Joseph L. McCauley +1

The state of a stochastic process evolving over a time is typically assumed to lie on a normal distribution whose width scales like . However, processes where the prob…

q-bio.MN2013★ 2 cited

Controlling Networks of Nonlinearly-Coupled Nodes using Response Surfaces

Jason Shulman, Frank Malatino, Alexander Mo +2

Control of complex processes is a major goal of network analyses. Most approaches to control nonlinearly coupled systems require the network topology and/or network dynamics. Unfor…

physics.class-ph2013

Experimental determination of circuit equations

Jason Shulman, Frank Malatino, Matthew Widjaja +1

Kirchhoff's laws offer a general, straightforward approach to circuit analysis. Unfortunately, use of the laws becomes impractical for all but the simplest of circuits. This work p…

physics.soc-ph2008★ 3 cited

Integration I(d) of Nonstationary Time Series: Stationary and nonstationary increments

Joseph L. McCauley, Kevin E. Bassler, Gemunu H. Gunaratne

The method of cointegration in regression analysis is based on an assumption of stationary increments. Stationary increments with fixed time lag are called integration I(d). A clas…

q-fin.ST2007★ 1 cited

Martingales, the Efficient Market Hypothesis, and Spurious Stylized Facts

Joseph L. McCauley, Kevin E. Bassler, Gemunu H. Gunaratne

The condition for stationary increments, not scaling, detemines long time pair autocorrelations. An incorrect assumption of stationary increments generates spurious stylized facts,…