Statističko-mehanička analiza evolucije nacionalnih tržišta

In the very heart of this dissertation is one of the modern areas of physics - Econophysics. It uses theories and methodologies originally developed for the needs of statistical physics, along with other areas that contain nonlinear dynamics, in order to solve the problems in the economy...U samom srcu ove disertacije je jedna od modernih oblasti fizike - Ekonofizika. U njoj se primenjuju teorije i metodologije originalno razvijane za potrebe statističke fizike, zajedno sa drugim oblastima koje sadrže nelinearnu dinamiku, u cilju rešavanja problema u ekonomiji..

Elemental composition of moss and lichen species in eastern Serbia

Instrumental neutron activation analysis is used to determine a content of 47 elements (Na, Mg, Al, Cl, K, Ca, Sc, Ti, V, Cr, Mn, Fe, Ni, Co, Cu, Zn, As, Se, Br, Rb, Sr, Zr, Mo, Ag, Cd, Sb, I, Ba, Cs, La, Ce, Nd, Sm, Eu, Gd, Tb, Dy, Tm, Yb, Lu, Hf, Ta, W, Au, Hg, Th, and U) in mosses (Homolothecium sp., Hypnum cupressiforme Hedw., and Brachythecium mildeanum (Schimp.) Schimp.) and lichen (Cladonia fimbriata (L.) Fr.) collected in three locations in Eastern Serbia over years 2006-2010. Concentrations of six elements (Zr, Nd, Gd, Tm, Yb, and Lu) in mosses in Serbia are measured for the first time. For other elements, the obtained concentrations fall within the ranges reported for mosses and lichens in Europe, but no declining trend in concentrations of V, Cd, Cr, Zn, Ni, Fe, and Cu, that has been described in the literature, can be inferred from our results. Factor analysis shows that terrigenous and industrial components are the highest contributing factors to the elemental composition and that the most polluted measurement site is in the vicinity of a copper mining and smelting complex

Ekstremno visoke vrednosti specifične aktivnosti berilijuma-7 u prizemnom sloju atmosfere u Evropi

Seasonal and spatial patterns of extremely high beryllium-7 surface concentration recorded over the 2001-2010 period across Europe are investigated. The beryllium-7 measurements for 14 sites are taken from the Radioactivity Environmental Monitoring Database. The maxima and minima in the annual cycle of the beryllium-7 surface concentration occur later in the year as the latitude of the measurement site decreases. Extremely high beryllium-7 surface concentrations are defined here as values greater than the 95th percentile in each measurement site. Most of the extremes occur over the March-August period. At least 10 % of the total number of extremes appear during autumn and winter, with an exception of Vienna, where all the extremes took place during spring and summer. The regional spread of extremes common to pairs of measurement sites points to an existence of three distinct regions in Europe: north of 55°N, between 45°N and 55°N, and south of 45°N. Although the beryllium-7 concentration records are significantly correlated across all the investigated sites, the strongest correlations are found within the identified regions.Sezonska i prostorna raspodela ekstremno visokih specifičnih aktivnosti berilijuma-7 u prizemnom sloju atmosfere analizirane su u ovom radu. Merenja tokom 2001-2010. godine na 14 evropskih stanica preuzeta su iz REMdb-baze podataka Monitoring radioaktivnosti u životnoj sredini. Prvo su razmotreni godišnji ciklusi specifične aktivnosti berilijuma-7 koji pokazuju da se godišnje maksimalne i minimalne srednje mesečne vrednosti pomeraju ka kasnijim mesecima kako se smanjuje geografska širina merne stanice. Za ekstremno visoke vrednosti specifične aktivnosti berilijuma-7 uzete su vrednosti veće od 95-og percentila, koji je izračunat za svaku stanicu posebno. Najveći broj ovih ekstrema događa se od marta do avgusta, a najmanje 10 % od ukupnog broja ekstrema tokom jeseni i zime. Izuzetak je merna stanica Beč na kojoj su se svi ekstremi dogodili tokom proleća i leta. Rasprostranjenost ekstrema koji su zajednički za parove mernih mesta, ukazuje da postoje tri različita regiona u Evropi: severno od 55°N, između 45°N i 55°N, i južno od 45°N. Iako su merenja specifične aktivnosti berilijuma-7 značajno korelisana za sve analizirane stanice, najveći koeficijenti korelacije dobijeni su u okviru ovih regiona

Classification of time series of temperature variations from climatically homogeneous regions using Hurst Space Analysis

We used the Hurst Space Analysis (HSA), a technique that we recently developed to cluster or differentiate records from an arbitrary complex system based on the presence and influence of cycles in their statistical functions, to classify climatic data from climatically homogeneous regions according to their long-term persistent (LTP) character. For our analysis we selected four types of HadCRUT4 cells of temperature records over regions homogeneous in both climate and topography, which are sufficiently populated with ground observational stations. These cells bound: Pannonian and West Siberian plains, Rocky Mountains and Himalayas mountainous regions, Arctic and sub-Arctic climates of Island and Alaska, and Gobi and Sahara deserts

Scaling analysis of time series of stock market indices of transitional economies in the Western Balkans

In this paper we have analyzed scaling properties of time series of stock market indices (SMIs) of developing economies of Western Balkans, and have compared the results we have obtained with the results from more developed economies. We have used three different techniques of data analysis to obtain and verify our findings: Detrended Fluctuation Analysis (DFA) method, Detrended Moving Average (DMA) method, and Wavelet Transformation (WT) analysis. Following extensive research in the area of econophysics of national and international stock markets, we were interested to contribute to this body of knowledge by analyzing the dynamics of market behavior of transitional economies in the Western Balkans, and to compare data from these emerging economies with data from more economically developed countries. Analyzes of stock market behavior of the emerging economies of South America, or the developing Asian or African markets have shown that the values of scaling exponents, calculated from the time series of stock market indices, could be used to estimate the efficiency of markets in question. With that in mind, by applying the theoretical approach of statistical physics, we aim to offer a new perspective on stock market dynamics in the Western Balkans and contribute to better understanding of the development process in the region's economies. We have found scaling behavior in all SMI data sets that we have analyzed. Scaling of SMI series changes from long-range correlated to slightly anti-correlated behavior, i.e. the appropriate scaling exponents decrease in value with the increase in growth and/or maturity of the economy the stock market is embedded in. Scaling exponents α, H, and β, corresponding to the DFA, DMA, and WT technique, all cross the 0.5 (and zero) line, marking this alteration. We also report the presence of effects of potential periodic-like influences on the SMI data that we have analyzed. One such influence is visible in all our SMI series, and appears at a period Tp ≈ 90 days. We propose that the existence of various periodic-like influences on SMI data may partially explain the observed difference in types of correlated behavior of corresponding scaling functions. The application of time-dependent scaling analysis (tdDMA) proved that these influences are of a complex type, that is, they can not be easily distinguished from a local correlations profile

Scaling properties of the beryllium-7 activity concentrations in the surface air in Fenno-Scandinavia

Beryllium-7, a cosmogenic radionuclide, attaches to aerosols promptly after its formation and thereon descends from the upper troposphere and lower stratosphere to the surface. At the surface, this isotope’s activity concentration is closely monitored as a part of radioactivity measurements in many countries. Since the abundance of beryllium-7 offers an insight into the processes that take place along its trajectory through the atmosphere, it is considered a tracer of air mass history. For this reason, there is an incentive to fully understand its behaviour and the mechanisms that correlate it to meteorological parameters. Our analysis, therefore, looks into one particular aspect of this question – autocorrelation properties of the beryllium-7 records that imply a manner in which this radionuclide’s activity concentration changes with time. The analysis is performed on the measurements taken at three Fenno-Scandinavian sites north of 55 °N: Helsinki (Finland), Kista (Sweden) and Risoe (Denmark), given here in order of descending latitude. The data are taken from the Radioactivity Monitoring Environmental Data Bank (REMdb) and span 1987-2013 for Helsinki, and 1995-2013 for Kista and Risoe. The Helsinki data series is longer and with a higher temporal resolution (approximately once in two days) than the Kista and Risoe series (approximately once a week). For each site, we investigate the wavelet power spectrum and look into the scaling properties of the time series, as well as its trend and periodicities. One of the results that the wavelet analysis offers is a power spectrum scaling exponent β, which is related to the decay of the autocorrelation function of a time series, and effectively points to the existence of a temporal trend. A stationary time series is regarded as long-term correlated for β between 0 and 1. Our study gives β values of 0.77, 0.56 and 0.63 for Helsinki, Kista, and Risoe, respectively. This finding implies a trend in all of the investigated beryllium-7 records, with the strongest trend detected for Helsinki. In addition, the investigated wavelet power spectra show local maxima corresponding to characteristic time intervals of the series. The most prominent peak in each spectrum points to the seasonal cycle, i.e. a periodicity of one year. A further wavelet analysis of the meteorological parameters, such as temperature and precipitation, could shed more light on their possible correlation with the beryllium-7 trends, and, in turn, these findings could allow us to evaluate this radionuclide’s full potential as an atmospheric tracer

Interrelation between the beryllium-7 specific activity in the surface air and North Atlantic Oscillation based on their wavelet coherence

The natural radionuclide beryllium-7 (Be-7) is produced in the upper levels of the atmosphere and is transported to the surface on carrier aerosols. Therefore, among other factors, the abundance of Be-7 in the surface air is governed by the rate of its production and large-scale air transport. The North Atlantic Oscillation (NAO) index, which quantifies the surface sea-level pressure difference between the Subtropical (Azores) High and Subpolar low, exerts large effects on precipitation and circulation patterns in Europe. With an aim to look closely into the interrelations between the Be-7 specific activity in the surface air, sunspot number (as a proxy for the production signal), and NAO index, this paper investigates their long-term time series over 28 years, between February 1987 and December 2014. The Be-7 specific activity was recorded in Vienna (48.22 ºN; 16.35 ºE; 193 m a.s.l.), Austria, and stored in the Radioactivity Environmental Monitoring databank (REMdb) that is created and supported by the European Commission-Joint Research Centre in Ispra, Italy. The sunspot number (SN) data were downloaded from SILSO (Royal Observatory of Belgium, Brussels, Belgium), while the NAO records were retrieved from the Climate Prediction Centre of the National Oceanic and Atmospheric Administration, USA. Since the temporal resolution of the Be-7 measurements varied between six and eight days, they were first linearly interpolated into an array of weekly data, and then, the daily SN and NAO data were averaged into weekly records to match the Be-7 data. Next, Pearson’s correlation analysis and wavelet transform were used to analyse the time series. The low Pearson’s correlation coefficients between the Be-7 specific activity in the surface air and SN (-0.15207) on one hand, and the NAO index and SN (0.13512) on the other hand, imply a lack of direct linear interrelations between these variables. The Pearson’s correlation coefficient between the Be-7 specific activity in the surface air and NAO index is even lower (-0.05904). However, the Be-7 specific activity wavelet spectrum shows a pronounced annual period, and looking further into the link between the Be-7 specific activity and NAO index at this characteristic periodicity, reveals a prominent pattern. Specifically, the wavelet coherence levels between these two parameters show variations that seem to be in agreement with the 11-year solar cycle: the coherence increases as the sunspot number transitions between its extremes, and it decreases around the maxima and minima in sunspot number. Further, phase difference shows that at the one-year periodicity, the Be-7 specific activity always lags behind the NAO index. The phase difference ranges between 2 and 6 months; it reaches the minimum around the solar activity extremes, and the maximum in-between. These findings imply that, although weak, the signature of sunspot number can be seen in the wavelet coherence level between the Be-7 specific activity and NAO index

Analysis of the Fractal Nature of the Specific Activity of Beryllium-7 in the Near-Surface Layer of the Atmosphere Measured in Belgrade, Serbia (1991–2022)

U ovom istraživanju analizirana je fraktalna priroda vremenske serije specifične aktivnosti berilijuma-7 u površinskom sloju atmosfere u Beogradu, Srbija, sa ciljem da se prouči dinamika njene samosličnosti, a s posebnim fokusom na godišnji ciklus. Korišćene su metode vejvlet analize i vremenski zavisne detrendovane pokretne srednje vrednosti radi identifikacije karakterističnih intervala i procene Hurstovih eksponenata. Podaci o specifičnoj aktivnosti berilijuma-7 preuzeti su iz GRAMON baze podataka, za lokaciju Beograd (44,88 °N; 20,58 °E; 95 m nadmorske visine). Vremenska serija obuhvata 362 mesečna merenja od 1991. do 2022. godine. Rezultati ukazuju na postojanje izraženog godišnjeg ciklusa u ovoj vremenskoj seriji. Takođe, promene u lokalnom Hurstovom eksponentu otkrivaju varijacije u ponašanju vremenske serije – ona iz umereno korelisanog prelazi u izrazito antikorelisan proces između 2015. i 2020. godine. Ovaj rezultat biće predmet šire analize koja uključuje i druge lokacije iz GRAMON baze podataka.This research analyzes the fractal nature of the beryllium-7 specific activity time series in the near-surface layer of the atmosphere in Belgrade, Serbia. The aim was to study the dynamics of self-similarity in this series, with a particular focus on the annual cycle. Wavelet analysis and time-dependent detrended moving averages were used to identify characteristic intervals and estimate Hurst exponents. The data on specific activity of beryllium-7 were obtained from the GRAMON database for the location of Belgrade (44.88 °N; 20.58 °E; 95 m a.s.l.). The time series comprises 362 monthly measurements between February 1991 and December 2022. The results indicate a pronounced annual cycle in this time series. Moreover, changes in the local Hurst exponent reveal variations in the behavior of the time series, transitioning from moderately correlated to highly anti-correlated process between 2015. and 2020. This finding will be a subject of a further analysis including other locations from the GRAMON database.XXXII Simpozijum Društva za zaštitu od zračenja Srbije i Crne Gore, 4-6. oktobar 2023; Budva, Crna GoraProceedings: [https://vinar.vin.bg.ac.rs/handle/123456789/11602

Signature of weather conditions in the canine babesiosis spring peak in Belgrade, Serbia

Background: Canine babesiosis, a tick-borne disease caused by Babesia canis, shows a seasonality whose relationship with local weather conditions has not been fully investigated. Objectives: Meteorological conditions can favour the tick-vector activity, and thus lead to an increased number of cases of canine babesiosis. Hence, our study looks into the link between the number of recorded cases, on the one hand, and temperature and relative humidity on the other with an aim to quantify their correlations. Material and Methods: Over 2013–2016, the data were collected in Belgrade, the capital of the Republic of Serbia. The meteorological parameters were obtained from the Republic Hydrometeorological Service of Serbia. The analysis includes correlations with a time lag, given in number of weeks, which shifts corresponding correlation pairs and shows a delayed effect of weather conditions. The time lag ranges between 0 and 52. Results: Canine babesiosis occurrence shows a pronounced maximum in the spring and a less marked one in the autumn. For the spring period, statistically significant correlation coefficients imply that over one year prior to the disease spring peak, temperature is more strongly linked with the number of cases than relative humidity. Conclusion: Temperature and relative humidity, through their influence on population of infected ticks, seem to be important meteorological drivers of the spring maximum of canine babesios in Belgrade. Further understanding of this interplay can help better contain the disease, and project its possible spread to other regions prompted by climate change

Behaviour of beryllium-7 and lead-210 time series measured in Serbia and Slovenia over 1991-2015

6th International Conference on Radiation and Applications in Various Fields of Research (RAD), Book of Abstracts, Jun 18-22, 2018, Ohrid, Macedoni