References of "Vandewalle, Nicolas"
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See detailThe moving averages demystified
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Boveroux, P.

in Physica A: Statistical Mechanics and its Applications (1999), 269(1), 170-176

A common method in technical analysis is the construction of moving averages along time series of stock prices. We show that they present a practical interest for physicists, and raise new questions on ... [more ▼]

A common method in technical analysis is the construction of moving averages along time series of stock prices. We show that they present a practical interest for physicists, and raise new questions on fundamental ground. Indeed, self-affine signals characterized by a defined roughness exponent H can be investigated through moving averages. The density rho of crossing points between two moving averages is shown to be a measure of long-range power-law correlations in a signal. Finally, we present a specific transform with which various structures in a signal, e.g. trends, cycles, noise, etc, can be investigated in a systematic way. [less ▲]

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See detailDyBa2Cu3O7-x growth on different polycrystalline Dy2O3 interacting layers
Auguste, F.; Vandewalle, Nicolas ULg; Ausloos, Marcel ULg et al

in Materials Letters (1999), 40(2), 71-77

We have considered two types of interacting substrates for testing the melt-textured growth of DyBa2Cu3O7-x, i.e., a sintered Dy2O3 or a compacted Dy2O3 powder. Resulting microstructures are compared ... [more ▼]

We have considered two types of interacting substrates for testing the melt-textured growth of DyBa2Cu3O7-x, i.e., a sintered Dy2O3 or a compacted Dy2O3 powder. Resulting microstructures are compared. Compacted powders are found to provide the most developed 123 grains. Physical and chemical arguments are given for such findings. [less ▲]

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See detailThe n-Zipf analysis of financial data series and biased data series
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg

in Physica A: Statistical Mechanics and its Applications (1999), 268(1-2), 240-249

The Zipf analysis of n-words in random sequences and financial data series like the stock prices of a company has been performed. The bias as well as the resulting staircase structure of the Zipf plots ... [more ▼]

The Zipf analysis of n-words in random sequences and financial data series like the stock prices of a company has been performed. The bias as well as the resulting staircase structure of the Zipf plots are taken into account in the subsequent analysis. It is found that correlations for the sign of the fluctuations as well as for the amplitude of the fluctuations can be found in financial time series. The relevance of the n-Zipf analysis to financial sequences is underlined to be only weakly predictive for a "binary transformation level", but could be more interesting for "higher translation levels". [less ▲]

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See detailKronig-Penney-Ising picture of colossal magnetoresistance
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Cloots, Rudi ULg

in Physical Review. B : Condensed Matter (1999), 59(18), 11909-11913

From general arguments, it is shown that a magnetic Kronig-Penney model based on the thermodynamics of an Ising model can be used for describing the colossal magnetoresistance (CMR) phenomenon. The model ... [more ▼]

From general arguments, it is shown that a magnetic Kronig-Penney model based on the thermodynamics of an Ising model can be used for describing the colossal magnetoresistance (CMR) phenomenon. The model considers a tunneling like transmission process of hopping electrons through a dynamic lattice characterized by evolving magnetic clusters. In this model, correlations between the magnetic states are considered to be more relevant than the lattice strain effects for obtaining the CMR features. Physical arguments lead to the theoretical description of the intrinsic temperature and field dependences of the CMR observed in typical manganite materials. [less ▲]

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See detailVisualizing the log-periodic pattern before crashes
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Boveroux, P. et al

in European Physical Journal B -- Condensed Matter (1999), 9(2), 355-359

We present a method for visualizing the pattern which we believe to be a precursor signature of financial crashes (or ruptures). The log-periodicity of the pattern is investigated through the envelope ... [more ▼]

We present a method for visualizing the pattern which we believe to be a precursor signature of financial crashes (or ruptures). The log-periodicity of the pattern is investigated through the envelope function technique. Three periods of the Down Jones Industrial Average (DJIA) are investigated: 1982-1987, 1992-1997 and 1993-1998. The presence of a rupture in the end of 1998 is outlined from data taken before the end of August 1998. [less ▲]

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See detailNon-Gaussian behavior and anticorrelations in ultrathin gate oxides after soft breakdown
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Houssa, M. et al

in Applied Physics Letters (1999), 74(11), 1579-1581

The time dependence of the gate voltage V-G(t) after soft breakdown of metal-oxide-semiconductor capacitors with a 2.4 nm SiO2 layer has been measured. It is found that the V-G(t) fluctuation ... [more ▼]

The time dependence of the gate voltage V-G(t) after soft breakdown of metal-oxide-semiconductor capacitors with a 2.4 nm SiO2 layer has been measured. It is found that the V-G(t) fluctuation distributions are non-Gaussian, but can be described by a Levy stable distribution. The long-range correlations in V-G(t) are investigated within the detrended fluctuations analysis. The Hurst exponent is found to be H = 0.25 +/- 0.04 independent of the value of the stress current density J. It is argued that these are universal features of soft breakdown and are due to trapping-detrapping of electrons in and away from the primary percolation path. [less ▲]

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See detailCollective effects during crystal growth in the presence of mobile nonreactive impurities: experiments and simulations
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Cloots, Rudi ULg

in Journal of Crystal Growth (1999), 197(1-2), 317-324

The growth of a solid phase in a liquid medium containing randomly dispersed mesoscopic impurities is discussed. Particles represent hindrances for the growth front. They can remain static or can be ... [more ▼]

The growth of a solid phase in a liquid medium containing randomly dispersed mesoscopic impurities is discussed. Particles represent hindrances for the growth front. They can remain static or can be pushed by the advancing interface. The physics of the collective particle motion is outlined. Experiments with A12O3-SiO2 impurities in KC1 crystal serve as illustrative examples. The collective effects due to the particle concentration are investigated through a kinetic growth model. [less ▲]

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See detailWater invasion, freezing and thawing in cementitious materials
Ausloos, Marcel ULg; Salmon, E.; Vandewalle, Nicolas ULg

in Cement & Concrete Research (1999), 29(2), 209-213

A simple model of fluid invasion, freezing, and thawing in a porous medium was developed using an "invasion percolation-like" approach. The fluid freezing process is considered as destroying the internal ... [more ▼]

A simple model of fluid invasion, freezing, and thawing in a porous medium was developed using an "invasion percolation-like" approach. The fluid freezing process is considered as destroying the internal structure of the porous medium. The evolution of the pore size distribution after several invasionfrostthaw events is investigated numerically. Those results and qualitatively consistent with experimental measurements on fiberreinforced cements. [less ▲]

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See detailPhase segregation in binary sandpiles on fractal bases
Vandewalle, Nicolas ULg; D'hulst, R.; Ausloos, Marcel ULg

in Physical Review. E : Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (1999), 59(1), 631-635

We have built experimentally and have numerically studied sandpiles on a base having a prefractal perimeter. This type of perimeter induces the formation of quite complex pile shapes characterized by both ... [more ▼]

We have built experimentally and have numerically studied sandpiles on a base having a prefractal perimeter. This type of perimeter induces the formation of quite complex pile shapes characterized by both ridges and valleys. The effects of a fractal base on the phase segregation of a binary granular system have been investigated. Both demixing and self-stratification phenomena have been investigated. It is found that the demixing of binary granular piles is enhanced by the prefractal perimeter character. The concentration profiles are given. This is briefly discussed in terms of length scale selection. [less ▲]

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See detailCrossing of two mobile averages: A method for measuring the roughness exponent
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg

in Physical Review. E : Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (1998), 58(5), 6832-6834

Self-affine signals characterized by a defined Hurst (roughness) exponent H can be investigated through mobile averages. The density rho of crossing points between any two moving averages is a measure of ... [more ▼]

Self-affine signals characterized by a defined Hurst (roughness) exponent H can be investigated through mobile averages. The density rho of crossing points between any two moving averages is a measure of long-range power-law correlations in the signal. The method is compared to the detrended fluctuation analysis. We rake advantage of our findings in order to propose a practically powerful and accurate technique for determining H and apply it right away to cases with persistent or antipersistent correlations. [less ▲]

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See detailFoam-like evolution in polycrystalline systems following successive 'melt and growth' cycles
Vandewalle, Nicolas ULg; Delisse, B.; Ausloos, Marcel ULg et al

in Philosophical Magazine B-Physics of condensed matter statistical mechanics electronic optical and magnetic properties (1998), 78(4), 397-408

A stochastic model of multigrain growth which allows for successive melting-growth cycles is investigated on a square lattice. Two fundamental constraints are introduced: (i) the melted mass amplitude and ... [more ▼]

A stochastic model of multigrain growth which allows for successive melting-growth cycles is investigated on a square lattice. Two fundamental constraints are introduced: (i) the melted mass amplitude and (ii) the number of cycles guide the process. The evolution of the microstructure is found to be quite similar to foam systems, i.e. topological rearrangements are observed together with the increase of the-mean grain area. A drastic crossover between two types of growth regimes is found as a function of the amplitude of the melting-growth cycles. This allows one to envisage the existence of optimal conditions for polycrystal processing. [less ▲]

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See detailBranched Eden clusters in the dynamic epidemic model
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Cloots, Rudi ULg

in Physical Review. E : Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (1998), 58(1), 1152-1154

The dynamic epidemic model [J. Phys. A 29, 309 (1996)] considers a simple Eden growth history in a medium containing a fraction x of mobile hindrances ("particles"). These particles an supposed to be ... [more ▼]

The dynamic epidemic model [J. Phys. A 29, 309 (1996)] considers a simple Eden growth history in a medium containing a fraction x of mobile hindrances ("particles"). These particles an supposed to be pushed by the front of the growing cluster. We have investigated how the medium becomes organized after n successive Eden growth cycles. Applications to various fields are underlined. Unexpectedly, the mobile hindrances aggregate such that the Eden cluster becomes branched after a finite number of growth cycles. [less ▲]

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See detailHow the financial crash of October 1997 could have been predicted
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Boveroux, P. et al

in European Physical Journal B -- Condensed Matter (1998), 4(2), 139-141

From the analysis of (closing value) stock market index like the Dow Jones Industrial average and the S&P500 it is possible to observe the precursor of a so-called crash. This is shown on the Oct. 1987 ... [more ▼]

From the analysis of (closing value) stock market index like the Dow Jones Industrial average and the S&P500 it is possible to observe the precursor of a so-called crash. This is shown on the Oct. 1987 and Oct. 1997 cases. The data analysis indicates that the index divergence has followed twice a "universal"; behavior, i.e. a logarithmic dependence, superposed on a well defined oscillation pattern. The prediction of the crash date is remarkable and can be done two months in advance. In the spirit of phase transition phenomena, the economic index is said to be analogous to a signal signature found in a two dimensional fluid of vortices. [less ▲]

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See detailSparseness and roughness of foreign exchange rates
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg

in International Journal of Modern Physics C : Computational Physics & Physical Computation (1998), 9(5), 711-719

An accurate multiaffine analysis of 23 foreign currency exchange rates has been performed. The roughness exponent H-1 which characterizes the excursion of the exchange rate has been numerically measured ... [more ▼]

An accurate multiaffine analysis of 23 foreign currency exchange rates has been performed. The roughness exponent H-1 which characterizes the excursion of the exchange rate has been numerically measured. The degree of intermittency C-1 has been also estimated. In the (H-1, C-1) phase diagram, the currency exchange rates are dispersed in a wide region around the Brownian motion value (H-1 = 0.5, C-1 = 0) and have a significantly intermittent component (C1 not equal 0). [less ▲]

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See detailMulti-affine analysis of typical currency exchange rates
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg

in European Physical Journal B -- Condensed Matter (1998), 4(2), 257-261

For foreign currency exchange rates; multi-affine analysis can put quantitatively into evidence the differences between correlated (daily closing market) values and random walks in time dependent data ... [more ▼]

For foreign currency exchange rates; multi-affine analysis can put quantitatively into evidence the differences between correlated (daily closing market) values and random walks in time dependent data. The H(q) spectrum is presented and discussed here for the USD/DEM and JPY/USD exchange rates. The time-evolution of these ratios is found to be multi-affine. The h(gamma)-curve describing the hierarchy of exponents is numerically obtained. Our findings suggest that the modelling of exchange rate time-evolution from day to day is possible within the framework of modern statistical physics and related to models of turbulence in the physics of fluids. Finally, we argue that there is a multiplicity of information levels in the foreign exchange market such that the "efficient market theory" is a crude oversimplification indeed. [less ▲]

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See detailThe crash of October 1987 seen as a phase transition: amplitude and universality
Vandewalle, Nicolas ULg; Boveroux, P.; Minguet, A. et al

in Physica A: Statistical Mechanics and its Applications (1998), 255(1-2), 201-210

We analyze the evolution of several financial indices before the crash of October 1987. The amplitude of the crash varies from one index to another. However, assuming that the crash is similar to a phase ... [more ▼]

We analyze the evolution of several financial indices before the crash of October 1987. The amplitude of the crash varies from one index to another. However, assuming that the crash is similar to a phase transition and particularly to a specific heat jump, we find that the crash amplitude can be well estimated by assuming a simple background which differs from market to market. We show that the divergence near the crash event is logarithmic and extends between 2 weeks and 4 years before the october 1987 crash on both S&P500 and Dow Jones indices. The behavior is like that found for the d = 2 Ising model specific heat. The latter result is in contrast to previous works which have considered a power law behavior of the index near the crash. Finally, we confirm the presence of log-periodic oscillations and discuss briefly their origin. [less ▲]

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See detailEffect of BaZrO3 additions on the microstructure and physical properties of melt-textured Y-123 superconducting materials
Cloots, Rudi ULg; Robertz, B.; Auguste, F. et al

in Materials Science & Engineering : B (1998), 53(1-2), 154-158

The effect of BaZrO3 additions on the microstructure and physical properties of melt-textured Y-123 have been investigated. The distribution of the 211 particles is strongly modified by the presence of ... [more ▼]

The effect of BaZrO3 additions on the microstructure and physical properties of melt-textured Y-123 have been investigated. The distribution of the 211 particles is strongly modified by the presence of such an additive. In fact, BaZrO3 is effective in reducing the size of the 211 particles. As a consequence, a strong interaction in terms of repulsion takes place between the 123 growth front and the 211 particles which are partially dissolved in the reactive liquid phase. New types of patterns are also reported in the microstructure of such materials and are related to the presence of BaZrO3 in the melt. [less ▲]

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See detailThe non-trivial dispersion of Y2BaCuO5 particles trapped in the YBa2Cu3O7-x crystal matrix
Vandewalle, Nicolas ULg; Pirard, E.; Cloots, Rudi ULg et al

in Philosophical Magazine Letters (1998), 77(5), 301-306

Micrographs of melt-textured YBa2Cu3O7-x/Y2BaCuO5 (123/211) have been digitized. Through image analysis, we point out that the dispersion of the 211 particles is highly inhomogeneous in the melt and in ... [more ▼]

Micrographs of melt-textured YBa2Cu3O7-x/Y2BaCuO5 (123/211) have been digitized. Through image analysis, we point out that the dispersion of the 211 particles is highly inhomogeneous in the melt and in the 123 crystal matrix. Indeed, free 211 particle regions and 211 aggregates are observed. The distribution laws are given. Moreover, the dispersions of 211 particles in the melt and those trapped in the crystal matrix are quite different. We point out that this difference cannot be explained solely by the partial dissolution of the 211 particles during the growth process. [less ▲]

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See detailThe Nd-123 superconducting system: From single crystal to top-seeded large grain. Physical and chemical parameters influence
Auguste, F.; Vandewalle, Nicolas ULg; Ausloos, Marcel ULg et al

in Applied Superconductivity (1998), 6(2-5), 77-85

Nd-123 signle crystals have been produced via the Aux method in alumina crucibles by controlling the chemical composition of the flux. For so doing, quenched materials have been prepared and analyzed in ... [more ▼]

Nd-123 signle crystals have been produced via the Aux method in alumina crucibles by controlling the chemical composition of the flux. For so doing, quenched materials have been prepared and analyzed in order to get information about the optimum barium: copper ratio for an unchanged neodymium concentration. Non corrosive fluxes with a low viscosity have been put into evidence and can thus be used for single crystal production. Experiments have been performed with three different chemical compositions of the Aux and by considering various amounts of neodymium oxide for each system. The single crystals have been analyzed by energy dispersive X-ray microanalysis and used for the synthesis of large Dy-123 single-domains? [less ▲]

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See detailLattice gas model of gradual evolution
Ausloos, Marcel ULg; Mroz, I.; Pekalski, A. et al

in Physica A: Statistical Mechanics and its Applications (1998), 248(1-2), 155-164

A simple dynamical model is presented for describing the gradual evolution of a variable number of species. The system is studied through Monte Carlo simulations using a lattice gas formalism. Each ... [more ▼]

A simple dynamical model is presented for describing the gradual evolution of a variable number of species. The system is studied through Monte Carlo simulations using a lattice gas formalism. Each species is characterized by a single, scalar parameter ("adaptation") which is changed, within limits depending on the adaptation itself, at each time step. There are two independent mechanisms for removing a species from the system and one for creating a new species. We find that, regardless of the initial concentration of species, the system always reaches the same final state, characterized by the same concentration and the same average adaptation. The system is not homogeneous and contains species with different values of adaptation. The better adapted ones are found to form more symmetrical spatial patterns. Behavior similar to the one determined in the present model has been found in the evolving ecological and biological systems. [less ▲]

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