Multifractal analysis of financial markets: A review

ZQ Jiang, WJ Xie, WX Zhou… - Reports on Progress in …, 2019 - iopscience.iop.org
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

Quantum walks: a comprehensive review

SE Venegas-Andraca - Quantum Information Processing, 2012 - Springer
Quantum walks, the quantum mechanical counterpart of classical random walks, is an
advanced tool for building quantum algorithms that has been recently shown to constitute a …

The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics

R Metzler, J Klafter - Journal of Physics A: Mathematical and …, 2004 - iopscience.iop.org
Fractional dynamics has experienced a firm upswing during the past few years, having been
forged into a mature framework in the theory of stochastic processes. A large number of …

[图书][B] Critical phenomena in natural sciences: chaos, fractals, selforganization and disorder: concepts and tools

D Sornette - 2006 - books.google.com
Concepts, methods and techniques of statistical physics in the study of correlated, as well as
uncorrelated, phenomena are being applied ever increasingly in the natural sciences …

[图书][B] Markov processes for stochastic modeling

O Ibe - 2013 - books.google.com
Markov processes are processes that have limited memory. In particular, their dependence
on the past is only through the previous state. They are used to model the behavior of many …

Long-term clustering, scaling, and universality in the temporal occurrence of earthquakes

Á Corral - Physical Review Letters, 2004 - APS
Analyzing diverse seismic catalogs, we have determined that the probability densities of the
earthquake recurrence times for different spatial areas and magnitude ranges can be …

Scale-free networks of earthquakes and aftershocks

M Baiesi, M Paczuski - Physical Review E—Statistical, Nonlinear, and Soft …, 2004 - APS
We propose a metric to quantify correlations between earthquakes. The metric consists of a
product involving the time interval and spatial distance between two events, as well as the …

Statistical physics approach to understanding the multiscale dynamics of earthquake fault systems

JB Rundle, DL Turcotte, R Shcherbakov… - Reviews of …, 2003 - Wiley Online Library
Earthquakes and the faults upon which they occur interact over a wide range of spatial and
temporal scales. In addition, many aspects of regional seismicity appear to be stochastic …

Statistical physics approach to earthquake occurrence and forecasting

L de Arcangelis, C Godano, JR Grasso, E Lippiello - Physics Reports, 2016 - Elsevier
There is striking evidence that the dynamics of the Earth crust is controlled by a wide variety
of mutually dependent mechanisms acting at different spatial and temporal scales. The …

Updip Fluid Flow in the Crust of the Northeastern Noto Peninsula, Japan, Triggered the 2023 Mw 6.2 Suzu Earthquake During Swarm Activity

K Yoshida, N Uchida, Y Matsumoto… - Geophysical …, 2023 - Wiley Online Library
An Mw 6.2 earthquake occurred in Suzu, northeastern Noto Peninsula, Japan, on 5 May
2023, followed by many aftershocks. Before this mainshock‐aftershock sequence, an …