Gunaratne, Gemunu: search on Z-Library

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1

Markov processes, Hurst exponents, and nonlinear diffusion equations: With application to finance

Kevin E. Bassler, Gemunu H. Gunaratne, Joseph L. McCauley

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2006

Language:

english

File:

PDF, 180 KB

english, 2006

2

Topological and metric properties of Hénon-type strange attractors

Cvitanović, Predrag, Gunaratne, Gemunu H., Procaccia, Itamar

Journal:

Physical Review A

Year:

1988

Language:

english

File:

PDF, 1.42 MB

english, 1988

3

Martingales, detrending data, and the efficient market hypothesis

Joseph L. McCauley, Kevin E. Bassler, Gemunu H. Gunaratne

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2008

Language:

english

File:

PDF, 253 KB

english, 2008

4

Chaos beyond onset: A comparison of theory and experiment

Gunaratne, Gemunu H., Linsay, Paul S., Vinson, Michael J.

Journal:

Physical Review Letters

Year:

1989

Language:

english

File:

PDF, 732 KB

english, 1989

5

Empirically based modeling in financial economics and beyond, and spurious stylized facts

Kevin E. Bassler, Gemunu H. Gunaratne, Joseph L. McCauley

Journal:

International Review of Financial Analysis

Year:

2008

Language:

english

File:

PDF, 427 KB

english, 2008

6

Is integration I(d) applicable to observed economics and finance time series?

Joseph L. McCauley, Kevin E. Bassler, Gemunu H. Gunaratne

Journal:

International Review of Financial Analysis

Year:

2009

Language:

english

File:

PDF, 462 KB

english, 2009

7

Chaos: Making a New Science

Gleick, James, Glazier, James, Gunaratne, Gemunu

Journal:

Year:

1988

Language:

english

File:

PDF, 539 KB

english, 1988

8

Intraday volatility and scaling in high frequency foreign exchange markets

Lars Seemann, Joseph L. McCauley, Gemunu H. Gunaratne

Journal:

International Review of Financial Analysis

Year:

2011

Language:

english

File:

PDF, 908 KB

english, 2011

9

A theory of fluctuations in stock prices

Ángel L. Alejandro-Quiñones, Kevin E. Bassler, Michael Field, Joseph L. McCauley, Matthew Nicol, Ilya Timofeyev, Andrew Török, Gemunu H. Gunaratne

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2006

Language:

english

File:

PDF, 405 KB

english, 2006

10

Ensemble vs. time averages in financial time series analysis

Lars Seemann, Jia-Chen Hua, Joseph L. McCauley, Gemunu H. Gunaratne

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2012

Language:

english

File:

PDF, 1.03 MB

english, 2012

11

Dynamics of real financial markets: A reply to Frank’s comment

Kevin E. Bassler, Gemunu H. Gunaratne, Joseph L. McCauley

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2008

Language:

english

File:

PDF, 153 KB

english, 2008

12

Scaling of hard thermal turbulence in Rayleigh-Bénard convection

Castaing, Bernard, Gunaratne, Gemunu, Heslot, François, Kadanoff, Leo, Libchaber, Albert, Thomae, Stefan, Wu, Xiao-Zhong, Zaleski, Stéphane, Zanetti, Gianluigi

Journal:

Journal of Fluid Mechanics

Year:

1989

Language:

english

File:

PDF, 2.42 MB

english, 1989

13

Using dynamic mode decomposition to extract cyclic behavior in the stock market

Hua, Jia-Chen, Roy, Sukesh, McCauley, Joseph L., Gunaratne, Gemunu H.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2015

Language:

english

File:

PDF, 2.39 MB

english, 2015

14

Anomalous scaling of stochastic processes and the Moses effect

Chen, Lijian, Bassler, Kevin E., McCauley, Joseph L., Gunaratne, Gemunu H.

Journal:

Physical Review E

Year:

2017

Language:

english

File:

PDF, 351 KB

english, 2017

15

Variable Step Random Walks and Self-Similar Distributions

Gemunu H. Gunaratne, Joseph L. McCauley, Matthew Nicol, Andrei Török

Journal:

Journal of Statistical Physics

Year:

2005

Language:

english

File:

PDF, 264 KB

english, 2005

16

Martingales, nonstationary increments, and the efficient market hypothesis

Joseph L. McCauley, Kevin E. Bassler, Gemunu H. Gunaratne

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2008

Language:

english

File:

PDF, 231 KB

english, 2008

17

Exploring chaotic motion through periodic orbits

Auerbach, Ditza, Cvitanović, Predrag, Eckmann, Jean-Pierre, Gunaratne, Gemunu, Procaccia, Itamar

Journal:

Physical Review Letters

Year:

1987

Language:

english

File:

PDF, 130 KB

english, 1987

18

Experimental determination of circuit equations

Shulman, Jason, Malatino, Frank, Widjaja, Matthew, Gunaratne, Gemunu H.

Journal:

American Journal of Physics

Year:

2015

Language:

english

File:

PDF, 2.83 MB

english, 2015

19

Trajectory scaling function for bifurcations in area-preserving maps on the plane

Gemunu H. Gunaratne, Mitchell J. Feigenbaum

Journal:

Physica D: Nonlinear Phenomena

Year:

1985

Language:

english

File:

PDF, 767 KB

english, 1985

20

On CAPM and Black–Scholes differing risk-return strategies

Joseph L. McCauley, Gemunu H. Gunaratne

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2003

Language:

english

File:

PDF, 126 KB

english, 2003

21

An empirical model of volatility of returns and option pricing

Joseph L. McCauley, Gemunu H. Gunaratne

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2003

Language:

english

File:

PDF, 222 KB

english, 2003

22

SPIE Proceedings [SPIE SPIE Third International Symposium on Fluctuations and Noise - Austin, TX (Monday 23 May 2005)] Noise and Fluctuations in Econophysics and Finance - Variable step random walks, self-similar distributions, and pricing of options (Invited Paper)

Abbott, Derek, Gunaratne, Gemunu H., McCauley, Joseph L., Bouchaud, Jean-Philippe, Gabaix, Xavier, McCauley, Joseph L.

Year:

2005

Language:

english

File:

PDF, 213 KB

english, 2005

23

Variable diffusion in stock market fluctuations

Hua, Jia-Chen, Chen, Lijian, Falcon, Liberty, McCauley, Joseph L., Gunaratne, Gemunu H.

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2015

Language:

english

File:

PDF, 1.36 MB

english, 2015

24

SPIE Proceedings [SPIE SPIE Third International Symposium on Fluctuations and Noise - Austin, TX (Monday 23 May 2005)] Noise and Fluctuations in Econophysics and Finance - A theory of fluctuations in stock prices: effects of discreteness

Alejandro-Quinones, Angel L., Abbott, Derek, Bouchaud, Jean-Philippe, Bassler, Kevin E., McCauley, Joseph L., Gabaix, Xavier, McCauley, Joseph L., Gunaratne, Gemunu H.

Year:

2005

Language:

english

File:

PDF, 310 KB

english, 2005

25

Rhombic patterns: Broken hexagonal symmetry

Ouyang, Qi, Gunaratne, Gemunu H., Swinney, Harry L.

Journal:

Chaos An Interdisciplinary Journal of Nonlinear Science

Year:

1993

Language:

english

File:

PDF, 792 KB

english, 1993

26

Hurst exponents, Markov processes, and fractional Brownian motion

Joseph L. McCauley, Gemunu H. Gunaratne, Kevin E. Bassler

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2007

Language:

english

File:

PDF, 180 KB

english, 2007

27

Modeling novelty habituation during exploratory activity in Drosophila

Soibam, Benjamin, Shah, Shishir, Gunaratne, Gemunu H., Roman, Gregg W.

Journal:

Behavioural Processes

Year:

2013

Language:

english

File:

PDF, 2.79 MB

english, 2013

28

SPIE Proceedings [SPIE OE/LASE '94 - Los Angeles, CA (Sunday 23 January 1994)] Superconductive Devices and Circuits - Magnetic properties of one-dimensional parallel arrays of Josephson junctions

Miller, Jr., John H., Gunaratne, Gemunu H., Zou, Zhongji, Davis, Matthew F., Rampersad, H. R., Fan, Nong-Qiang, Wolfe, John C., Buhrman, Robert A., Clarke, John T., Daly, Ken, Koch, Roger H., Luine, J

Year:

1994

Language:

english

File:

PDF, 600 KB

english, 1994

29

An expression relating breaking stress and density of trabecular bone

Chamith S. Rajapakse, Jesper S. Thomsen, Julio S. Espinoza Ortiz, Sunil J. Wimalawansa, Ebbe N. Ebbesen, Lis Mosekilde, Gemunu H. Gunaratne

Journal:

Journal of Biomechanics

Year:

2004

Language:

english

File:

PDF, 627 KB

english, 2004

30

Creating perfectly ordered quantum dot arrays via self-assembly

Shi, Feng, Sharma, Pradeep, Gunaratne, Gemunu H.

Journal:

Chaos An Interdisciplinary Journal of Nonlinear Science

Year:

2009

Language:

english

File:

PDF, 540 KB

english, 2009

31

Effective Models of Periodically Driven Networks

Shulman, Jason, Seemann, Lars, Gunaratne, Gemunu H.

Journal:

Biophysical Journal

Year:

2011

Language:

english

File:

PDF, 688 KB

english, 2011

32

A theory for the arrangement of sensory organs in Drosophila

Zhu, Huifeng, Gunaratne, Preethi H., Roman, Gregg W., Gunaratne, Gemunu H.

Journal:

Chaos An Interdisciplinary Journal of Nonlinear Science

Year:

2010

Language:

english

File:

PDF, 611 KB

english, 2010

33

Clustering of volatility in variable diffusion processes

Gemunu H. Gunaratne, Matthew Nicol, Lars Seemann, Andrei Török

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2009

Language:

english

File:

PDF, 495 KB

english, 2009

34

Integrating the Kuramoto-Sivashinsky equation in polar coordinates: Application of the distributed approximating functional approach

Zhang, De S., Wei, Guo W., Kouri, Donald J., Hoffman, David K., Gorman, Michael, Palacios, Antonio, Gunaratne, Gemunu H.

Journal:

Physical Review E

Year:

1999

Language:

english

File:

PDF, 531 KB

english, 1999

35

Critical indices of random planar electrical networks

Espinoza Ortiz, J.S., Gunaratne, Gemunu H.

Journal:

Brazilian Journal of Physics

Year:

2009

Language:

english

File:

PDF, 279 KB

english, 2009

36

The trajectory scaling function for period doubling bifurcations in flows

Maria C. de Sousa Vieira, Gemunu H. Gunaratne

Journal:

Journal of Statistical Physics

Year:

1990

Language:

english

File:

PDF, 470 KB

english, 1990

37

Modal decomposition of hopping states in cellular flames

Palacios, Antonio, Gorman, Michael, Gunaratne, Gemunu H.

Journal:

Chaos An Interdisciplinary Journal of Nonlinear Science

Year:

1999

Language:

english

File:

PDF, 718 KB

english, 1999

38

Modeling Drosophila Positional Preferences in Open Field Arenas with Directional Persistence and Wall Attraction

Soibam, Benjamin, Goldfeder, Rachel L., Manson-Bishop, Claire, Gamblin, Rachel, Pletcher, Scott D., Shah, Shishir, Gunaratne, Gemunu H., Roman, Gregg W., Skoulakis, Efthimios M. C.

Journal:

Year:

2012

Language:

english

File:

PDF, 1.09 MB

english, 2012

39

Distributed approximating functional treatment of noisy signals

De S. Zhang, Donald J. Kouri, David K. Hoffman, Gemunu H. Gunaratne

Journal:

Computer Physics Communications

Year:

1999

Language:

english

File:

PDF, 894 KB

english, 1999

40

Parity-breaking transitions of modulated patterns in hydrodynamic systems

Coullet, P., Goldstein, Raymond E., Gunaratne, Gemunu H.

Journal:

Physical Review Letters

Year:

1989

Language:

english

File:

PDF, 145 KB

english, 1989

41

Universality in chaotic differentiable flows

de Sousa Vieira, Maria, Gunaratne, Gemunu H.

Journal:

Physical Review A

Year:

1990

Language:

english

File:

PDF, 389 KB

english, 1990

42

Dynamical-systems analysis and unstable periodic orbits in reacting flows behind symmetric bluff bodies

Hua, Jia-Chen, Gunaratne, Gemunu H., Kostka, Stanislav, Jiang, Naibo, Kiel, Barry V., Gord, James R., Roy, Sukesh

Journal:

Physical Review E

Year:

2013

Language:

english

File:

PDF, 9.24 MB

english, 2013

43

Transition from spiral waves to defect-mediated turbulence induced by gradient effects in a reaction-diffusion system

Zhang, Chunxia, Zhang, Hong, Ouyang, Qi, Hu, Bambi, Gunaratne, Gemunu H.

Journal:

Physical Review E

Year:

2003

Language:

english

File:

PDF, 524 KB

english, 2003

44

EFFECTIVE MODELS FOR GENE NETWORKS AND THEIR APPLICATIONS

SHULMAN, JASON, SEEMANN, LARS, ROMAN, GREGG W., GUNARATNE, GEMUNU H.

Journal:

Biophysical Reviews and Letters

Year:

2012

Language:

english

File:

PDF, 2.89 MB

english, 2012

45

Model for Bone Strength and Osteoporotic Fractures

Gunaratne, Gemunu H., Rajapaksa, Chamith S., Bassler, Kevin E., Mohanty, Kishore K., Wimalawansa, Sunil J.

Journal:

Physical Review Letters

Year:

2002

Language:

english

File:

PDF, 211 KB

english, 2002

46

Characterizations of natural patterns

Gunaratne, Gemunu H., Hoffman, David K., Kouri, Donald J.

Journal:

Physical Review E

Year:

1998

Language:

english

File:

PDF, 652 KB

english, 1998

47

Trajectory scaling function for bifurcations in four-dimensional symplectic maps

Vinson, Michael J., Gunaratne, Gemunu H.

Journal:

Physical Review A

Year:

1987

Language:

english

File:

PDF, 176 KB

english, 1987

48

A model of trabecular bone and an application to osteoporosis

Gemunu H Gunaratne, Kishore K Mohanty, Sunil J Wimalawansa

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2002

Language:

english

File:

PDF, 257 KB

english, 2002

49

Emergence of order in an oscillated granular layer

Daniel I. Goldman, M.D. Shattuck, Harry L. Swinney, Gemunu H. Gunaratne

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2002

Language:

english

File:

PDF, 198 KB

english, 2002

50

Complex spatial patterns on planar continua

Gunaratne, Gemunu H.

Journal:

Physical Review Letters

Year:

1993

Language:

english

File:

PDF, 304 KB

english, 1993

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