• Publications
  • Influence
Long-range correlations and asymmetry in the Bitcoin market
This work studies long-range correlations and informational efficiency of the Bitcoin market for the period from June 30, 2013 to June 3rd, 2017. To this end, the detrended fluctuation analysis (DFA)Expand
Multifractal Hurst analysis of crude oil prices
Daily records of international crude oil prices are studied using multifractal analysis methods. Rescaled range Hurst analysis provides evidence that the crude oil market is a persistent process withExpand
Efficiency of crude oil markets: Evidences from informational entropy analysis
The role of crude oil as the main energy source for the global economic activity has motivated the discussion about the dynamics and causes of crude oil price changes. An accurate understanding ofExpand
1/f-Noise structures in Pollocks's drip paintings
The fractality and scaling properties of luminance patterns in Pollock's drip paintings, are studied in this paper. The painting is represented as a matrix array where each entry represents theExpand
Fractal analysis of Jackson Pollock's painting evolution
Abstract By mid-1940s, Jackson Pollock, one of the most influential artists in the twentieth century plastic art, developed a unique painting technique (pouring and dripping) to generate complexExpand
Cyclical behavior of crude oil markets and economic recessions in the period 1986–2010
For at least one century, crude oil has been one of the most important commodities for the worldwide economic activity. Important technological innovations, including chemical transformationExpand
Trading strategies, feedback control and market dynamics
Markets have internal dynamics leading to stilized facts, such as fat-tails in price fluctuations and long-run memory. In this paper, we use a nonequilibrium price formation rule to explore feedbackExpand
On feedback and stable price adjustment mechanisms
Given an excess demand function of an economy, say Z(p), a stable price adjustment mechanism (SPAM) guarantees convergence of solution path p(t,p0) to an equilibrium peq solution of Z(p)=0. Besides,Expand
Some remarks on the Langmuir–Hinshelwood kinetics
This work considered the Langmuir–Hinshelwood (LH) scheme for a single reactant. In a first step, the validity of the quasi-steady state approximation (QSSA) was revised in terms of nonlinearExpand