A5015551574- Complex Systems and Time Series Analysis
- Chaos control and synchronization
- High-pressure geophysics and materials
- Rare-earth and actinide compounds
- Fractal and DNA sequence analysis
- Superconductivity in MgB2 and Alloys
- Nuclear Materials and Properties
- Thermodynamic and Structural Properties of Metals and Alloys
- Advanced materials and composites
- Quantum and electron transport phenomena
- Nonlinear Dynamics and Pattern Formation
- Boron and Carbon Nanomaterials Research
- Magnetic properties of thin films
- Financial Risk and Volatility Modeling
- Physics of Superconductivity and Magnetism
- Nuclear reactor physics and engineering
Comisión Nacional de Energía Atómica
2009-2023
National University of General San Martín
2012-2013
Instituto de Tecnologías en Detección y Astropartículas
2012-2013
Fundación Ciencias Exactas y Naturales
2005
In this study, we use the Diffusion Entropy Analysis (DEA) to analyze and detect scaling properties of time series from both emerging well established markets as volcanic eruptions recorded by a seismic station, financial data have high frequencies. The objective is determine whether they follow Gaussian or Lévy distribution, establish existence long-range correlations in these series. results obtained DEA technique are compared with Hurst R/S analysis Detrended Fluctuation (DFA)...
Financial and geophysical data, like many other low high frequency time series, are known to exhibit some memory effects. These effects may be long or short, permanent temporal depending on the event that is being modeled. The purpose of this study investigate characterized by financial market closing values volcanic eruption series as well relation between self-similar models used Lévy process. This paper uses highly effective scaling methods including processes, Detrended Fluctuation...
In this work, we study the statistical correlations in mitochondrial and chloroplastid genomes using diffusion entropy analysis method estimate value of Hurst exponent detrended fluctuation analysis. We compare scaling exponents both methods for three sets genomes: DNA from organisms belonging to plantae animalia kingdoms chloroplast DNA. find that a wide variety behaviors depart Lévy statistics previously proposed sequences.