2007
DOI: 10.1142/s0129183107010322
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Dynamics of Avalanche Activities in Financial Markets

Abstract: We study the dynamical properties of avalanche activities in the Korean Treasury Bond (KTB) futures price and the S&P 500 stock index. We apply the detrended fluctuation analysis, multiscale sample entropy and wavelet coefficient correlation to them, which revealed the scale-free dynamics of the bursting time series, avalanche size, and laminar time. We found that the laminar time and the avalanche size are anti-correlated in a short scale but in a large scale strongly correlated in KTB503, and are strongl… Show more

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Cited by 4 publications
(4 citation statements)
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“…Basic research found that mitochondrial fission protein Drp1 translocated from cytoplasm to mitochondrion, and coupled with receptors FIS1, MFF and MID49/51 which led to mitochondrial fission. [ 21 ] Mdivi‐1 could decrease the co‐localization between mitochondria and Drp1. [ 22 ] The phosphorylation of serine at position 616 of Drp1 promotes mitochondrial fission, while the phosphorylation of serine at position 637 of Drp1 inhibits mitochondrial fission.…”
Section: Discussionmentioning
confidence: 99%
“…Basic research found that mitochondrial fission protein Drp1 translocated from cytoplasm to mitochondrion, and coupled with receptors FIS1, MFF and MID49/51 which led to mitochondrial fission. [ 21 ] Mdivi‐1 could decrease the co‐localization between mitochondria and Drp1. [ 22 ] The phosphorylation of serine at position 616 of Drp1 promotes mitochondrial fission, while the phosphorylation of serine at position 637 of Drp1 inhibits mitochondrial fission.…”
Section: Discussionmentioning
confidence: 99%
“…The double layer IGZO/ITO TFT is an alternative to achieve high performance, but the technology is so complicated that they are hard to be realized in industrial mass production. 4,7) The application of anodization treatment to active layer has been reported first by our group and ITO TFTs with excellent characteristics have been obtained. 8) However, more details about the ITO film after anodization is insufficient.…”
Section: Introductionmentioning
confidence: 96%
“…4) Even though the poly-Si TFT can obtain high saturation mobility, the high process cost and the poor uniformity over large substrate hinder its application in large-size displays. Recently, some groups have reported TFTs that use ITO 5,6) , and IGZO/ITO 7) as channel layers, with the carrier mobility exceeding 100 cm 2 V -1 s -1 . According to their studies, there have been two methods to fabricate high mobility ITO TFTs.…”
Section: Introductionmentioning
confidence: 99%
“…Wavelet entropy, relative wavelet entropy, and many other variants have been proposed in the literature to calculate the entropy of the energy distribution in the typical wavelet decomposition, as well as the cost function for the best basis algorithm to choose the optimal basis for wavelet packet transform [25,26]. For example, Pascoal and Monteiro [27] and Kim et al [28] used the entropy measure and the wavelet analysis to analyze the degree of market efficiency and the dynamic correlations in the market respectively [27,28]. Xu et al [29] used the modified wavelet entropy measure to differentiate between the normal and hypertension states [29].…”
Section: Introductionmentioning
confidence: 99%