22 March 2021
We propose a new short-term prediction of the bitcoin price evolution, which should reach its local maximum at the turn of March and April this year. This maximum is expected to end an upward trend on BTC/USD that we have been observing for the last few months. For more details please visit this page.
The CSTD Team
7 June 2018
For those, who might be interested in carrying out Ph.D. projects at our department for the following years, we propose a few brand new topics:
1. Application of the categorization based on network local properties to empirical data analysis.
2. Modelling of the mountain range evolution by means of complex network formalism.
3. Exploring linguistic networks through random walk and multifractals.
4. Self-similarity between edges and paths in emergent networks.
5. Synchronization in networks of heterogeneous oscillators.
A brief description of each topic can be found Here.
The CSTD Team
12 February 2016
In a paper published in Physical Review E we proposed an algorithm that is able to properly quantify multifractal structures in time series. We called it multifractal cross-correlation analysis (MFCCA). It is based on the multifractal detrended cross-correlation analysis and it has to replace the algorithms used earlier in literature that were ill-defined and that produced spurious results.
Here you can view the paper and here you can download its free preprint.
The CSTD Team
12 December 2013
We have prepared a new prognosis on the near future evolution of the American stock market parametrized by the S&P 500 index. Based on the log-periodic model, we suggest that at the turn of January and February next year one will observe a reversal/correction of the medium-term upward trend that started in 2008. For more details please visit our relevant S&P 500 page.
The CSTD Team
12 June 2013
Today we launch a new home page of our Department. You can find here some information about our staff and fields of research, look at a list of our publications, and find contact details.
We especially welcome messages from potential graduate and postgraduate students who are interested in our research and who are willing to participate in it. We propose a few Ph.D. topics whose list can be found on Projects page, but we are also open to other proposals that overlap with our interests. Graduate students searching for topics of their future diploma works may found some propositions as well.
Visitors who are financial markets investors are invited to look at our predictions on Resources page.
Any feedback from Visitors is welcome. Do not hesitate to use our contact form.
The CSTD Team