Financial Crisis, Omori's Law, and Negative Entropy Flow

نویسندگان

  • Jianbo Gao
  • Jing Hu
چکیده

Available online xxxx

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Using transfer entropy to measure information flows between financial markets

We use transfer entropy to quantify information flows between financial markets and propose a suitable bootstrap procedure for statistical inference. Transfer entropy is a model-free measure designed as the Kullback-Leibler distance of transition probabilities. Our approach allows to determine, measure and test for information transfer without being restricted to linear dynamics. In our empiric...

متن کامل

The impact of the financial crisis on transatlantic information flows: An intraday analysis

We use intraday stock index return data from both sides of the Atlantic during overlapping trading hours to analyze the dynamic interactions between European and US stock markets. We are particularly interested in differences of information transmission before, during, and after the financial crisis of 2007 to 2009. Our analysis draws on the concept of Rényi transfer entropy to allow for a flex...

متن کامل

Entropy generation calculation for laminar fully developed forced flow and heat transfer of nanofluids inside annuli

In this paper, second law analysis for calculations of the entropy generation due to the flow andheat transfer of water-Al2O3 and ethylene glycol-Al2O3 nanofluids inside annuli is presented. Thephysical properties of the nanofluids are calculated using empirical correlations. Constant heatfluxes at inner surface of the annuli are considered and fully developed condition for fluid flowand heat t...

متن کامل

Aftershocks and Omori's law in a modified Carlson-Langer model with nonlinear viscoelasticity.

A modified Carlson-Langer model for earthquakes is proposed, which includes nonlinear viscoelasticity. Several aftershocks are generated after the main shock owing to the damping of the additional viscoelastic force. Both the Gutenberg-Richter law and Omori's law are reproduced in a numerical simulation of the modified Carlson-Langer model on a critical percolation cluster of a square lattice.

متن کامل

Entropy generation due to unsteady hydromagnetic Couette flow and heat transfer with asymmetric convective cooling in a rotating system

Entropy generation in an unsteady hydromagnetic Couette flow of a viscous incompressible electrically conducting fluid between two infinite horizontal parallel plates in a rotating system have been analyzed. Both the lower and upper plates of the channel are subjected to asymmetric convective heat exchange with the ambient following the Newton's law of cooling. A numerical solution for governin...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2013