In the seismic event classification, determining the seismic features of rockfall is significantly important for the automatic classification of seismic events because of the huge amount of …
This work deals with the analysis of daily and minute sampled financial stock market data. We propose a Dynamic Fourier Transform (DFT) and a Wavelet Transform to estimate the …
In this study, we apply a wavelet methodology initially developed for geophysical data to financial data. Specifically, the method distinguishes between natural tectonic earthquakes …
A sequence of intraplate earthquakes occurred in Arizona at the same location where mining explosions were carried out in previous years. The explosions and some of the …
In this study, we have analyzed the long memory effects of earthquake time series and volcano volcanic eruptions. By using a class of auto-regressive techniques, we studied the …
MP Beccar-Varela, H Gonzalez-Huizar… - Pure and Applied …, 2020 - Springer
In this work, we explore the use of Lévy flight and wavelet techniques as a tool for investigating the statistical properties of the seismic signals generated during volcanic …
Presents a multitude of topics relevant to the quantitative finance community by combining the best of the theory with the usefulness of applications Written by accomplished teachers …