Results 111 to 120 of about 3,034 (206)

The two scenarios for quantum multifractality breakdown

open access: yes, 2014
Several types of physical systems are characterized by quantum wave func- tions with multifractal properties. In the quantum chaos field, they cor- respond to pseudointegrable systems, with properties intermediate between integrability and chaos.
Garcia-Mata, Ignacio   +5 more
core  

Market Simulation Displaying Multifractality

open access: yes
We proposed a market simulation model (micro model) which displays multifractality and reproduces many important stylized facts of speculative markets. From this model we analytically extracted the MMAR model (Multifractal Model of Asset Returns) for the
Kenneth J. Mackin, Kazuko Yamasaki
core  

Universal relation between spectral and wavefunction properties at criticality. [PDF]

open access: yesProc Natl Acad Sci U S A
Jiricek S   +4 more
europepmc   +1 more source

Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19. [PDF]

open access: yesEcon Model, 2023
Naeem MA   +4 more
europepmc   +1 more source

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