We present a multiscale stochastic analysis of foreign exchange rates using the H-theory formalism, which provides a hierarchical intermittency model for the information cascade in the currency market. We examine the distributions of returns and volatilities for the three most traded currency pairs: euro-U.S.
View Article and Find Full Text PDFWe present the software ModInterv as an informatics tool to monitor, in an automated and user-friendly manner, the evolution and trend of COVID-19 epidemic curves, both for cases and deaths. The ModInterv software uses parametric generalized growth models, together with LOWESS regression analysis, to fit epidemic curves with multiple waves of infections for countries around the world as well as for states and cities in Brazil and the USA. The software automatically accesses publicly available COVID-19 databases maintained by the Johns Hopkins University (for countries as well as states and cities in the USA) and the Federal University of Viçosa (for states and cities in Brazil).
View Article and Find Full Text PDFA generalized pathway model, with time-dependent parameters, is applied to describe the mortality curves of the COVID-19 disease for several countries that exhibit multiple waves of infections. The pathway approach adopted here is formulated explicitly in time, in the sense that the model's growth rate for the number of deaths or infections is written as an explicit function of time, rather than in terms of the cumulative quantity itself. This allows for a direct fit of the model to daily data (new deaths or new cases) without the need of any integration.
View Article and Find Full Text PDFThe COVID-19 pandemic has proven the importance of mathematical tools to understand the evolution of epidemic outbreaks and provide reliable information to the general public and health authorities. In this perspective, we have developed ModInterv, an online software that applies growth models to monitor the evolution of the COVID-19 epidemic in locations chosen by the user among countries worldwide or states and cities in the USA or Brazil. This paper describes the software capabilities and its use both in recent research works and by technical committees assisting government authorities.
View Article and Find Full Text PDFWe apply a versatile growth model, whose growth rate is given by a generalised beta distribution, to describe the complex behaviour of the fatality curves of the COVID-19 disease for several countries in Europe and North America. We show that the COVID-19 epidemic curves not only may present a subexponential early growth but can also exhibit a similar subexponential (power-law) behaviour in the saturation regime. We argue that the power-law exponent of the latter regime, which measures how quickly the curve approaches the plateau, is directly related to control measures, in the sense that the less strict the control, the smaller the exponent and hence the slower the diseases progresses to its end.
View Article and Find Full Text PDFThe main objective of the present article is twofold: first, to model the fatality curves of the COVID-19 disease, as represented by the cumulative number of deaths as a function of time; and second, to use the corresponding mathematical model to study the effectiveness of possible intervention strategies. We applied the Richards growth model (RGM) to the COVID-19 fatality curves from several countries, where we used the data from the Johns Hopkins University database up to May 8, 2020. Countries selected for analysis with the RGM were China, France, Germany, Iran, Italy, South Korea, and Spain.
View Article and Find Full Text PDFTurbulence is a challenging feature common to a wide range of complex phenomena. Random fibre lasers are a special class of lasers in which the feedback arises from multiple scattering in a one-dimensional disordered cavity-less medium. Here we report on statistical signatures of turbulence in the distribution of intensity fluctuations in a continuous-wave-pumped erbium-based random fibre laser, with random Bragg grating scatterers.
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