Network analysis of a financial market based on genuine correlation and threshold method
A financial market is an example of an adaptive complex network consisting of many
interacting units. This network reflects market's behavior. In this paper, we use Random …
interacting units. This network reflects market's behavior. In this paper, we use Random …
Relative fractional dynamics of stock markets
JA Tenreiro Machado, AM Lopes - Nonlinear dynamics, 2016 - Springer
This paper analyses motion of stock markets (SM) in the perspective of fractional calculus
and introduces the concept of relative fractional dynamics. The SM are characterized by long …
and introduces the concept of relative fractional dynamics. The SM are characterized by long …
Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals
When many variables are coupled to each other, a single case study could not give us
thorough and precise information. When these time series are stationary, different methods …
thorough and precise information. When these time series are stationary, different methods …
Analysis of natural and artificial phenomena using signal processing and fractional calculus
JAT Machado, AM Lopes - Fractional Calculus and Applied Analysis, 2015 - Springer
In this paper we study several natural and man-made complex phenomena in the
perspective of dynamical systems. For each class of phenomena, the system outputs are …
perspective of dynamical systems. For each class of phenomena, the system outputs are …
The persistence of memory
JA Tenreiro Machado, AM Lopes - Nonlinear Dynamics, 2015 - Springer
This paper analyzes several natural and man-made complex phenomena in the perspective
of dynamical systems. Such phenomena are often characterized by the absence of a …
of dynamical systems. Such phenomena are often characterized by the absence of a …
Analysis of the global banking network by random matrix theory
Since the financial crisis of 2008, the network analysis of financial systems has attracted a lot
of attention. In this paper, we analyze the global banking network via the method of Random …
of attention. In this paper, we analyze the global banking network via the method of Random …
Comparing the collective behavior of banking industry in emerging markets versus mature ones by random matrix approach
One of the essential features of capital markets as an adaptive complex network is their
collective behavior. In this paper, we have analyzed the collective behavior of banking …
collective behavior. In this paper, we have analyzed the collective behavior of banking …
Financial crisis in the framework of non-zero temperature balance theory
In financial crises, assets see a deep loss of value, and the financial markets experience
liquidity shortages. Although they are not uncommon, they may cause by multiple …
liquidity shortages. Although they are not uncommon, they may cause by multiple …
Analysis of collective behavior of Iran banking sector by random matrix theory
Banked based financial sector of Iran leads us to focus on the banking industry and its
components. One of the important aspects of this industry is its coupling structure. In this …
components. One of the important aspects of this industry is its coupling structure. In this …
Comparing the structure of an emerging market with a mature one under global perturbation
In this paper we investigate the Tehran stock exchange (TSE) and Dow Jones Industrial
Average (DJIA) in terms of perturbed correlation matrices. To perturb a stock market, there …
Average (DJIA) in terms of perturbed correlation matrices. To perturb a stock market, there …