Statistical tests of distributional scaling properties for financial return series
Sign Up to like & getrecommendations! Published in 2018 at "Quantitative Finance"
DOI: 10.1080/14697688.2017.1298832
Abstract: Existing empirical evidence of distributional scaling in financial returns has helped motivate the use of multifractal processes for modelling return processes. However, this evidence has relied on informal tests that may be unable to reliably… read more here.
Keywords: methodology; distributional scaling; return series; scaling properties ... See more keywords
Scaling properties of work fluctuations after quenches near quantum transitions
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Statistical Mechanics: Theory and Experiment"
DOI: 10.1088/1742-5468/ab00e2
Abstract: We study the scaling properties of the statistics of the work done on a generic many-body system at a quantum phase transition of any order and type, arising from quenches of a driving control parameter.… read more here.
Keywords: scaling properties; properties work; quenches near; fluctuations quenches ... See more keywords
Scaling properties of multiscale equilibration
Sign Up to like & getrecommendations! Published in 2018 at "Physical Review D"
DOI: 10.1103/physrevd.97.074507
Abstract: We investigate the lattice spacing dependence of the equilibration time for a recently proposed multiscale thermalization algorithm for Markov chain Monte Carlo simulations. The algorithm uses a renormalization-group matched coarse lattice action and prolongation operation… read more here.
Keywords: multiscale equilibration; scaling properties; equilibration; properties multiscale ... See more keywords
Roughness and Scaling Properties of Oxide Glass Surfaces at the Nanoscale.
Sign Up to like & getrecommendations! Published in 2021 at "Physical review letters"
DOI: 10.1103/physrevlett.126.066101
Abstract: Using atomistic computer simulations we determine the roughness and topographical features of melt-formed (MS) and fracture surfaces (FS) of oxide glasses. We find that the topography of the MS is described well by the frozen… read more here.
Keywords: properties oxide; scaling properties; roughness scaling; oxide glass ... See more keywords
SCALING PROPERTIES OF FIRST RETURN TIME ON WEIGHTED TRANSFRACTALS (1,3)-FLOWERS
Sign Up to like & getrecommendations! Published in 2018 at "Fractals"
DOI: 10.1142/s0218348x18500950
Abstract: Complex networks are omnipresent in science and in our real life, and have been the focus of intense interest. It is vital to research the impact of their characters on the dynamic progress occurring on… read more here.
Keywords: scaling properties; first return; return time; weighted transfractals ... See more keywords
Scaling Properties of Atmospheric Wind Speed in Mesoscale Range
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DOI: 10.3390/atmos10100611
Abstract: The scaling properties of turbulent flows are well established in the inertial sub-range. However, those of the synoptic-scale motions are less known, also because of the difficult analysis of data presenting nonstationary and periodic features.… read more here.
Keywords: scaling properties; properties atmospheric; atmospheric wind; range ... See more keywords