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    Permutation approach, high frequency trading and variety of micro patterns in financial time series

    , Article Physica A: Statistical Mechanics and its Applications ; Vol. 413, issue , 2014 , pp. 25-30 ; ISSN: 03784371 Aghamohammadi, C ; Ebrahimian, M ; Tahmooresi H ; Sharif University of Technology
    Abstract
    Permutation approach is suggested as a method to investigate financial time series in micro scales. The method is used to see how high frequency trading in recent years has affected the micro patterns which may be seen in financial time series. Tick to tick exchange rates are considered as examples. It is seen that variety of patterns evolve through time; and that the scale over which the target markets have no dominant patterns, have decreased steadily over time with the emergence of higher frequency trading  

    Permutation entropy and detrend fluctuation analysis for the natural complexity of cardiac heart interbeat signals

    , Article Physica A: Statistical Mechanics and its Applications ; Volume 392, Issue 14 , 2013 , Pages 3106-3112 ; 03784371 (ISSN) Taherkhani, F ; Rahmani, M ; Taherkhani, F ; Akbarzadeh, H ; Abroshan, H ; Sharif University of Technology
    2013
    Abstract
    We compute fractal dimension and permutation entropy for healthy and people who have experienced heart failure. Our result shows that permutation entropy is a suitable approach as well as detrend fluctuation analysis (DFA). The result of DFA shows that the fractal dimensions for healthy and heart failure are different as well as the permutation entropy result. The fluctuation value for permutation entropy for an individual who has experienced heart failure is bigger than for a healthy person. There is some specific change in the interbeat signal of a person who has experienced heart failure, but there is not previous trend for a healthy person  

    OmpF, a nucleotide-sensing nanoprobe, computational evaluation of single channel activities

    , Article Physica A: Statistical Mechanics and its Applications ; Volume 457 , 2016 , Pages 215-224 ; 03784371 (ISSN) Haji Abdolvahab, R ; Mobasheri, H ; Nikouee, A ; Ejtehadi, M. R ; Sharif University of Technology
    Elsevier B.V  2016
    Abstract
    The results of highthroughput practical single channel experiments should be formulated and validated by signal analysis approaches to increase the recognition precision of translocating molecules. For this purpose, the activities of the single nano-pore forming protein, OmpF, in the presence of nucleotides were recorded in real time by the voltage clamp technique and used as a means for nucleotide recognition. The results were analyzed based on the permutation entropy of current Time Series (TS), fractality, autocorrelation, structure function, spectral density, and peak fraction to recognize each nucleotide, based on its signature effect on the conductance, gating frequency and voltage...