We apply the concepts of multifractal physics to financial time series in order to characterize the onset of crash for the Standard & Poor’s 500 stock index x(t). It is found that within the framework of multifractality, the ”analogous” specific heat of the S&P500 discrete price index displays a shoulder to the right of the main peak for low values of time lags. On decreasing T , the presence o...

First, concentrating on the seasonal (s = 52) lags, the ACF shows a strong peak at h = 1s and lesser, but still statistically significant peaks at h = 3s , 4s, 5s, and 7s. The PACF shows statistically significant peaks at only h = 1s. It appears that: • the ACF is cutting off after lag 1s and the PACF is tailing off in the seasonal lags • the ACF is cutting off after lags 3s, 4s, 5s, or 7s, and...

The advantage of recurrent neural networks (RNNs) in learning dependencies between time-series data has distinguished RNNs from other deep learning models. Recently, many advances are proposed in this emerging field. However, there is a lack of comprehensive review on memory models in RNNs in the literature. This paper provides a fundamental review on RNNs and long short term memory (LSTM) mode...

Incoherent detection based on differential encoding has been successfully applied to phase-shift-keying (PSK) signals because it eliminates the need for carrier phase acquisition and tracking at the receiver. This paper generalizes the idea of differential encoding by using a nonlinear transformation called multilag high-order instantaneous moment (ml-HIM). The ml-HIM decoder is capable of remo...

Self-organization in anisotropic colloidal suspensions leads to a fascinating range of crystal and liquid crystal phases induced by shape alone. Simulations predict the phase behaviour of a plethora of shapes while experimental realization often lags behind. Here, we present the experimental phase behaviour of superball particles with a shape in between that of a sphere and a cube. In particula...

The phase response curve (PRC) of a half-center oscillator (HCO), which is formed by a pair of reciprocally inhibitory model neurons that exhibit anti-phase rhythms, is computed and used to identify the underlying mechanism of the HCO. The two distinct mechanisms, “release” and “escape”, give rise to two differently shaped PRCs. We use phase plane analysis to explain why the PRC is shaped diffe...

The total surface current velocity (TSCV)—the horizontal vector quantity that advects seawater—is an essential climate variable, with few observations available today. TSCV can be derived from the phase speed of gravity waves, and estimates speeds different wavelengths could give a measure vertical shear. Here, we combine 10-m resolution Level-1C Sentinel-2 Multispectral Instrument, acquired ti...

We describe a novel synchronous detection approach to map the transmission of mechanical stresses within the cytoplasm of an adherent cell. Using fluorescent protein-labeled mitochondria or cytoskeletal components as fiducial markers, we measured displacements and computed stresses in the cytoskeleton of a living cell plated on extracellular matrix molecules that arise in response to a small, e...