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An analysis of the stylized facts in financial time series is carried out. We find that, instead of the heavy tails in asset return distributions, the slow decay behaviour in autocorrelation functions of absolute returns is actually directly related to the degree of clustering of large fluctuations within the financial time series. We also introduce an(More)
We conduct a market experiment with human agents in order to explore the structure of transaction networks and to study the dynamics of wealth accumulation. The experiment is carried out on our platform for 97 days with 2,095 effective participants and 16,936 times of transactions. From these data, the hybrid distribution (log-normal bulk and power-law(More)
An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the stochasticity of different time series can be compared. The local volatility of the time series under study can be constructed(More)
OBJECTIVE The objective of this study was to determine the conditions for optimizing measurements obtained with a noninvasive blood glucose monitor using the optical signal of pulsatile microcirculation (OSPM) in both prediabetic and diabetic subjects receiving medication. RESEARCH DESIGN AND METHODS Eighteen subjects (3 prediabetic, 15 diabetic) aged(More)
OBJECTIVE To measure the coefficient of variation of the harmonic magnitude (HCV) of the radial arterial pulse before death of cancer patients. METHODS We non-invasively recorded the radical arterial pulse of 21 end-stage cancer patients, 31 healthy subjects, and 47 outpatient department (OPD) patients. During the 2-week study, eight cancer patients(More)
Prices form in a free market by the interaction of supply and demand. In a highly competitive industry, prices fluctuate. An exchange market provides an arena for investors to exercise speculative opportunities based on their perception of price movements. We describe an online exchange where political futures contracts are traded. In the design, the(More)