[BOOK][B] Introduction to nonextensive statistical mechanics: approaching a complex world
C Tsallis - 2009 - Springer
Metaphors, generalizations and unifications are natural and desirable ingredients of the
evolution of scientific theories and concepts. Physics, in particular, obviously walks along …
evolution of scientific theories and concepts. Physics, in particular, obviously walks along …
Superstatistical and DNA sequence coding of the human genome
MO Costa, R Silva, D Anselmo - Physical Review E, 2022 - APS
In this work, by considering superstatistics we investigate the short-range correlations
(SRCs) and the fluctuations in the distribution of lengths of strings of nucleotides. To this …
(SRCs) and the fluctuations in the distribution of lengths of strings of nucleotides. To this …
Trading volume in financial markets: An introductory review
SMD Queirós - Chaos, Solitons & Fractals, 2016 - Elsevier
In this article, I introduce a short review on the statistical and dynamical properties of the
high-frequency trading volume and its relation to other financial quantities such as the price …
high-frequency trading volume and its relation to other financial quantities such as the price …
Fitting the empirical distribution of intertrade durations
M Politi, E Scalas - Physica A: Statistical Mechanics and its Applications, 2008 - Elsevier
Based on the analysis of a tick-by-tick data set used in the previous work by one of the
authors (DJIA stocks traded at NYSE in October 1999), in this paper, we reject the …
authors (DJIA stocks traded at NYSE in October 1999), in this paper, we reject the …
Stationary solution and theorem for a generalized Fokker-Planck equation
We investigate a family of generalized Fokker-Planck equations that contains Richardson
and porous media equations as members. Considering a confining drift term that is related …
and porous media equations as members. Considering a confining drift term that is related …
A nonextensive approach to the dynamics of financial observables
SMD Queirós, LG Moyano, J de Souza… - The European Physical …, 2007 - Springer
We present results about financial market observables, specifically returns and traded
volumes. They are obtained within the current nonextensive statistical mechanical …
volumes. They are obtained within the current nonextensive statistical mechanical …
Multi-fractal structure of traded volume in financial markets
LG Moyano, J De Souza, SMD Queirós - Physica A: Statistical Mechanics …, 2006 - Elsevier
In this article, we explore the multi-fractal properties of 1-minute traded volume of the
equities which compose the Dow Jones 30. We also evaluate the weights of linear and non …
equities which compose the Dow Jones 30. We also evaluate the weights of linear and non …
Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market
The distributions of trade sizes and trading volumes are investigated based on the limit order
book data of 22 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole …
book data of 22 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole …
Tsallis distributions and noise from nonlinear stochastic differential equations
Probability distributions that emerge from the formalism of nonextensive statistical
mechanics have been applied to a variety of problems. In this article we unite modeling of …
mechanics have been applied to a variety of problems. In this article we unite modeling of …
[HTML][HTML] Superstatistics Applied to Cucurbitaceae DNA Sequences
The short and long statistical correlations are essential in the genomic sequence. Such
correlations are long-range for introns, whereas, for exons, these are short. In this study, we …
correlations are long-range for introns, whereas, for exons, these are short. In this study, we …