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K. Ivanova

Publications and source records attributed to K. Ivanova.

20 records · Page 2Linked to original sources

Power law correlations in the Southern Oscillation Index fluctuations characterizing El Nino

The southern oscillation index (SOI) is a characteristic of the El Nino phenomenon. SOI monthly averaged data is analyzed for the time interval 1866-2000. The tail of the cumulative distribution of the fluctuations of SOI signal is studied in order to characterize the amplitude scaling of the fluctuations and the occurrence of extreme events. Large fluctuations are more likely to occur than the Gaussian distribution would predict. The time scaling of fluctuations is studied by applying the energy spectrum and the Detrended Fluctuation Analysis (DFA) statistical method. Self-affine properties are found to be pertinent to the SOI signal and therefore suggest power law correlations of fluctuations of the signal. Antipersistent type of correlations exist for a time interval ranging from about 4 months to about 6 years. This leads to favor specific physical models for El Nino description.

cond-mat.stat-mech↗

False EUR exchange rates vs. DKK, CHF, JPY and USD. What is a strong currency?

The Euro (EUR) has been a currency introduced by the European Community on Jan. 01, 1999. This implies eleven countries of the European Union which have been found to meet the five requirements of the Maastricht convergence criteria. In order to test EUR behavior and understand various features, we have extrapolated the EUR backwards and therefore have obtained a {\it false euro} (FEUR) dating back to 1993. We have derived the exchange rates of the FEUR with respect to several currencies of interest not belonging to the EUR, i.e., Danish Kroner (DKK), Swiss Franc (CHF), Japanese Yen (JPY) and U.S. Dollar (USD). We have first observed the distribution of fluctuations of the exchange rates. Within the {\it Detrended Fluctuation Analysis} (DFA) statistical method, we have calculated the power law behavior describing the root-mean-square deviation of these exchange rate fluctuations as a function of time, displaying in particular the JPY exchange rate case. In order to estimate the role of each currency making the EUR and therefore in view of identifying whether some of them mostly influences its behavior, we have compared the time-dependent exponent of the exchange rate fluctuations for EUR with that for the currencies that form the EUR. We have found that the German Mark (DEM) has been leading the fluctuations of EUR/JPY exchange rates, and Portuguese Escudo (PTE) is the farthest away currency from this point of view.

cond-mat.stat-mech↗