TY  - CONF
AU  - Blesić, Suzana
AU  - Sarvan, Darko
PY  - 2020
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/2752
AB  - It was shown for variables across different complex systems that their fluctuation functions calculated with detrending methods of scaling analysis are rarely, as in theory, ideal linear functions on log-log graphs of scale dependence. Instead, they frequently exhibit existence of transient crossovers in behavior, signs of trends that arise as effects of periodic or aperiodic cycles (Hu et al., 2001). The use of global and local wavelet transform spectral analysis (WTS) and their detrended fluctuation analysis (DFA) variants provides a possibility to detect these cyclic trends and to investigate their timing, nature and effects on the analyzed time series.
C3  - Conference on Complex Systems, 7-11 December 2020
T1  - Hurst Space Analysis, data clustering technique for long-range correlated time series
UR  - https://hdl.handle.net/21.15107/rcub_veterinar_2752
ER  - 

@conference{
author = "Blesić, Suzana and Sarvan, Darko",
year = "2020",
abstract = "It was shown for variables across different complex systems that their fluctuation functions calculated with detrending methods of scaling analysis are rarely, as in theory, ideal linear functions on log-log graphs of scale dependence. Instead, they frequently exhibit existence of transient crossovers in behavior, signs of trends that arise as effects of periodic or aperiodic cycles (Hu et al., 2001). The use of global and local wavelet transform spectral analysis (WTS) and their detrended fluctuation analysis (DFA) variants provides a possibility to detect these cyclic trends and to investigate their timing, nature and effects on the analyzed time series.",
journal = "Conference on Complex Systems, 7-11 December 2020",
title = "Hurst Space Analysis, data clustering technique for long-range correlated time series",
url = "https://hdl.handle.net/21.15107/rcub_veterinar_2752"
}

Blesić, S.,& Sarvan, D.. (2020). Hurst Space Analysis, data clustering technique for long-range correlated time series. in Conference on Complex Systems, 7-11 December 2020.
https://hdl.handle.net/21.15107/rcub_veterinar_2752

Blesić S, Sarvan D. Hurst Space Analysis, data clustering technique for long-range correlated time series. in Conference on Complex Systems, 7-11 December 2020. 2020;.
https://hdl.handle.net/21.15107/rcub_veterinar_2752 .

Blesić, Suzana, Sarvan, Darko, "Hurst Space Analysis, data clustering technique for long-range correlated time series" in Conference on Complex Systems, 7-11 December 2020 (2020),
https://hdl.handle.net/21.15107/rcub_veterinar_2752 .

TY  - THES
AU  - Sarvan, Darko
PY  - 2019
UR  - http://nardus.mpn.gov.rs/123456789/12244
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/56
AB  - 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...
AB  - 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...
PB  - Univerzitet u Beogradu, Fizički fakultet
T1  - Statistical-mechanical analysis of the evolution of national markets
T1  - Statističko-mehanička analiza evolucije nacionalnih tržišta
UR  - https://hdl.handle.net/21.15107/rcub_nardus_12244
ER  - 

@phdthesis{
author = "Sarvan, Darko",
year = "2019",
abstract = "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...",
publisher = "Univerzitet u Beogradu, Fizički fakultet",
title = "Statistical-mechanical analysis of the evolution of national markets, Statističko-mehanička analiza evolucije nacionalnih tržišta",
url = "https://hdl.handle.net/21.15107/rcub_nardus_12244"
}

Sarvan, D.. (2019). Statistical-mechanical analysis of the evolution of national markets. 
Univerzitet u Beogradu, Fizički fakultet..
https://hdl.handle.net/21.15107/rcub_nardus_12244

Sarvan D. Statistical-mechanical analysis of the evolution of national markets. 2019;.
https://hdl.handle.net/21.15107/rcub_nardus_12244 .

Sarvan, Darko, "Statistical-mechanical analysis of the evolution of national markets" (2019),
https://hdl.handle.net/21.15107/rcub_nardus_12244 .

TY  - JOUR
AU  - Sarvan, Darko
AU  - Stratimirović, Đorđe
AU  - Blesić, Suzana
AU  - Đurđević, V.
AU  - Miljković, V.
AU  - Ajtić, Jelena
PY  - 2017
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/1497
AB  - The dynamics of the beryllium-7 specific activity in surface air over 1987-2011 is analyzed using wavelet transform (WT) analysis and time -dependent detrended moving average (tdDMA) method, WT analysis gives four periodicities in the beryllium-7 specific activity: one month, three months, one year, and three years. These intervals are further used in tdDMA to calculate local autocorrelation exponents for precipitation, tropopause height and teleconnection indices. Our results show that these parameters share common periods with the beryllium-7 surface concentration. tdDMA method indicates that on the characteristic intervals of one year and shorter, the beryllium-7 specific activity is strongly autocorrelated. On the three-year interval, the beryllium-7 specific activity shows periods of anticorrelat ion, implying slow changes in its dynamics that become evident only over a prolonged period of time. A comparison of the Hurst exponents of all the variables on the one- and three-year intervals suggest some similarities in their dynamics. Overall, a good agreement in the behavior of the teleconnection indices and specific activity of beryllium-7 in surface air is noted.
PB  - Elsevier, Amsterdam
T2  - Physica A-Statistical Mechanics and Its Applications
T1  - Dynamics of beryllium-7 specific activity in relation to meteorological variables, tropopause height, teleconnection indices and sunspot number
VL  - 469
SP  - 813
EP  - 823
DO  - 10.1016/j.physa.2016.11.040
ER  - 

@article{
author = "Sarvan, Darko and Stratimirović, Đorđe and Blesić, Suzana and Đurđević, V. and Miljković, V. and Ajtić, Jelena",
year = "2017",
abstract = "The dynamics of the beryllium-7 specific activity in surface air over 1987-2011 is analyzed using wavelet transform (WT) analysis and time -dependent detrended moving average (tdDMA) method, WT analysis gives four periodicities in the beryllium-7 specific activity: one month, three months, one year, and three years. These intervals are further used in tdDMA to calculate local autocorrelation exponents for precipitation, tropopause height and teleconnection indices. Our results show that these parameters share common periods with the beryllium-7 surface concentration. tdDMA method indicates that on the characteristic intervals of one year and shorter, the beryllium-7 specific activity is strongly autocorrelated. On the three-year interval, the beryllium-7 specific activity shows periods of anticorrelat ion, implying slow changes in its dynamics that become evident only over a prolonged period of time. A comparison of the Hurst exponents of all the variables on the one- and three-year intervals suggest some similarities in their dynamics. Overall, a good agreement in the behavior of the teleconnection indices and specific activity of beryllium-7 in surface air is noted.",
publisher = "Elsevier, Amsterdam",
journal = "Physica A-Statistical Mechanics and Its Applications",
title = "Dynamics of beryllium-7 specific activity in relation to meteorological variables, tropopause height, teleconnection indices and sunspot number",
volume = "469",
pages = "813-823",
doi = "10.1016/j.physa.2016.11.040"
}

Sarvan, D., Stratimirović, Đ., Blesić, S., Đurđević, V., Miljković, V.,& Ajtić, J.. (2017). Dynamics of beryllium-7 specific activity in relation to meteorological variables, tropopause height, teleconnection indices and sunspot number. in Physica A-Statistical Mechanics and Its Applications
Elsevier, Amsterdam., 469, 813-823.
https://doi.org/10.1016/j.physa.2016.11.040

Sarvan D, Stratimirović Đ, Blesić S, Đurđević V, Miljković V, Ajtić J. Dynamics of beryllium-7 specific activity in relation to meteorological variables, tropopause height, teleconnection indices and sunspot number. in Physica A-Statistical Mechanics and Its Applications. 2017;469:813-823.
doi:10.1016/j.physa.2016.11.040 .

Sarvan, Darko, Stratimirović, Đorđe, Blesić, Suzana, Đurđević, V., Miljković, V., Ajtić, Jelena, "Dynamics of beryllium-7 specific activity in relation to meteorological variables, tropopause height, teleconnection indices and sunspot number" in Physica A-Statistical Mechanics and Its Applications, 469 (2017):813-823,
https://doi.org/10.1016/j.physa.2016.11.040 . .

TY  - JOUR
AU  - Ajtić, Jelena
AU  - Sarvan, Darko
AU  - Đurđević, Vladimir S.
AU  - Hernández-Ceballos, Miguel A.
AU  - Brattich, Erika
PY  - 2017
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/1458
AB  - 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.
AB  - 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.
PB  - Univerzitet u Nišu, Niš
T2  - Facta universitatis - series: Physics, Chemistry and Technology
T1  - Beryllium-7 surface concentration extremes in Europe
T1  - Ekstremno visoke vrednosti specifične aktivnosti berilijuma-7 u prizemnom sloju atmosfere u Evropi
VL  - 15
IS  - 1
SP  - 45
EP  - 55
DO  - 10.2298/FUPCT1701045A
ER  - 

@article{
author = "Ajtić, Jelena and Sarvan, Darko and Đurđević, Vladimir S. and Hernández-Ceballos, Miguel A. and Brattich, Erika",
year = "2017",
abstract = "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.",
publisher = "Univerzitet u Nišu, Niš",
journal = "Facta universitatis - series: Physics, Chemistry and Technology",
title = "Beryllium-7 surface concentration extremes in Europe, Ekstremno visoke vrednosti specifične aktivnosti berilijuma-7 u prizemnom sloju atmosfere u Evropi",
volume = "15",
number = "1",
pages = "45-55",
doi = "10.2298/FUPCT1701045A"
}

Ajtić, J., Sarvan, D., Đurđević, V. S., Hernández-Ceballos, M. A.,& Brattich, E.. (2017). Beryllium-7 surface concentration extremes in Europe. in Facta universitatis - series: Physics, Chemistry and Technology
Univerzitet u Nišu, Niš., 15(1), 45-55.
https://doi.org/10.2298/FUPCT1701045A

Ajtić J, Sarvan D, Đurđević VS, Hernández-Ceballos MA, Brattich E. Beryllium-7 surface concentration extremes in Europe. in Facta universitatis - series: Physics, Chemistry and Technology. 2017;15(1):45-55.
doi:10.2298/FUPCT1701045A .

Ajtić, Jelena, Sarvan, Darko, Đurđević, Vladimir S., Hernández-Ceballos, Miguel A., Brattich, Erika, "Beryllium-7 surface concentration extremes in Europe" in Facta universitatis - series: Physics, Chemistry and Technology, 15, no. 1 (2017):45-55,
https://doi.org/10.2298/FUPCT1701045A . .

TY  - CONF
AU  - Stratimirović, Đorđe
AU  - Blesić, Suzana
AU  - Sarvan, Darko
AU  - Miljković, Vladimir
PY  - 2016
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/2751
AB  - We have analyzed cyclical behavior of the three types of stock market indexes (SMI) time series: data belonging to stock markets of developed economies, emerging economies, and of the underdeveloped or transitional economies. We have used two techniques of data analysis to obtain and verify our findings: the wavelet transformation (WT) spectral analysis to study SMI returns data, and the Hurst exponent formalism to study local behavior around market cycles and trends. We calculated WT power spectra for all our SMI series, and have searched for characteristic peaks (local maxima) that point to existence of cycles in our data. We found cyclical behavior in all SMI data sets that we have analyzed. Moreover, the positions and the boundaries of cyclical intervals that we found seem to be common for all markets in our dataset. We differentiated nine such periods in our SMI data. Our results show that measures like the relative WT energy content and the relative WT amplitude for the peaks in the small scales region could be used to partially differentiate levels of growth and/or maturity of market economies in our dataset. Finally, we propose a way to quantify and compare the level of development of a stock market, based on the Hurst scaling exponent approach. From the local scaling exponents calculated for our nine peak regions we have defined what we named the Development Index (HDI), which proved, at least in the case of our dataset, to be suitable to rank the SMI series that we have analyzed in three distinct groups. Further verification of this method remains open for future research.
C3  - Presentations and Abstracts Data Science Challenges, July 8–11, 2016, Matera, Italy
T1  - Analysis of cyclical behavior and quantification of the level of development from time series of stock market returns
UR  - https://hdl.handle.net/21.15107/rcub_veterinar_2751
ER  - 

@conference{
author = "Stratimirović, Đorđe and Blesić, Suzana and Sarvan, Darko and Miljković, Vladimir",
year = "2016",
abstract = "We have analyzed cyclical behavior of the three types of stock market indexes (SMI) time series: data belonging to stock markets of developed economies, emerging economies, and of the underdeveloped or transitional economies. We have used two techniques of data analysis to obtain and verify our findings: the wavelet transformation (WT) spectral analysis to study SMI returns data, and the Hurst exponent formalism to study local behavior around market cycles and trends. We calculated WT power spectra for all our SMI series, and have searched for characteristic peaks (local maxima) that point to existence of cycles in our data. We found cyclical behavior in all SMI data sets that we have analyzed. Moreover, the positions and the boundaries of cyclical intervals that we found seem to be common for all markets in our dataset. We differentiated nine such periods in our SMI data. Our results show that measures like the relative WT energy content and the relative WT amplitude for the peaks in the small scales region could be used to partially differentiate levels of growth and/or maturity of market economies in our dataset. Finally, we propose a way to quantify and compare the level of development of a stock market, based on the Hurst scaling exponent approach. From the local scaling exponents calculated for our nine peak regions we have defined what we named the Development Index (HDI), which proved, at least in the case of our dataset, to be suitable to rank the SMI series that we have analyzed in three distinct groups. Further verification of this method remains open for future research.",
journal = "Presentations and Abstracts Data Science Challenges, July 8–11, 2016, Matera, Italy",
title = "Analysis of cyclical behavior and quantification of the level of development from time series of stock market returns",
url = "https://hdl.handle.net/21.15107/rcub_veterinar_2751"
}

Stratimirović, Đ., Blesić, S., Sarvan, D.,& Miljković, V.. (2016). Analysis of cyclical behavior and quantification of the level of development from time series of stock market returns. in Presentations and Abstracts Data Science Challenges, July 8–11, 2016, Matera, Italy.
https://hdl.handle.net/21.15107/rcub_veterinar_2751

Stratimirović Đ, Blesić S, Sarvan D, Miljković V. Analysis of cyclical behavior and quantification of the level of development from time series of stock market returns. in Presentations and Abstracts Data Science Challenges, July 8–11, 2016, Matera, Italy. 2016;.
https://hdl.handle.net/21.15107/rcub_veterinar_2751 .

Stratimirović, Đorđe, Blesić, Suzana, Sarvan, Darko, Miljković, Vladimir, "Analysis of cyclical behavior and quantification of the level of development from time series of stock market returns" in Presentations and Abstracts Data Science Challenges, July 8–11, 2016, Matera, Italy (2016),
https://hdl.handle.net/21.15107/rcub_veterinar_2751 .

TY  - CONF
AU  - Sarvan, Darko
AU  - Stratimirović, Djordje
AU  - Blesić, Suzana
AU  - Ajtić, Jelena
PY  - 2015
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/2379
AB  - Dinamika specifične aktivnosti berilijuma-7 u površinskom sloju atmosfere analizirana je pomoću talasastih preslikavanja i vremenski zavisnim Hurstovim eksponentom. Specifična aktivnost berilijuma-7 merena je u Helsinkiju, Finska, od 1987. do 2011. godine, i baza podataka sadrţi preko 4000 merenja. Izabrane metode analize daju informacije o periodičnosti, ili kvazi-periodičnosti, kao i o dugodometnoj korelisanosti unutar vremenske serijespecifične aktivnosti berilijuma-7. Kako vremenska rezolucija merenja nije fiksirana, od celokupnog skupa merenja napravljana su dva niza: jedan sa nedeljnim, a drugi sa dnevnim podacima. PoreĎenja radi, analiza dinamike uraĎena je na oba niza. Talasasta preslikavanja pokazuju postojanje karakterističnih vremenau oba analizirana niza: 30 dana – što odgovara mesečnom periodu, 80 dana – tromesečni period, 360 dana – godišnji period,i 1100 dana – trogodišnji period. Analiza vremenski zavisnim Hurstovim eksponentom dodatno pokazuje najjaču pozitivnu korelisanost na trogodišnjem periodu, potom na godišnjem, a zatim i na tromesečnom. Opadanje Hurstovog eskponenta sa smanjenjem karakterističnog perioda ukazuje na to da su duţi periodi posledica globalnih uticaja, i stoga nisu lako podloţni promenama. PronaĎen je i pad u stepenu pozitivne korelisanosti za trogodišnji period tokom 1993– 2003. godine.
AB  - The dynamics of the 7Be specific activity in surface air is analysed using wavelet transformations and time-dependant Hurst exponent. The investigated7Be specific activity database contains more than 4000 measurements conducted in Helsinki, Finland,over 1987–2011. The chosen methods of analysis offer information on periodicities and long-range correlations in the 7Be specific activity time series. Since the temporal resolution of the measurements varied, two data subseries are interpolated: one containing weekly, the other containing daily data. The analysis of the dynamics is performed on both subseries for comparison. Wavelet transformations show an existence of characteristic times in both subseries. Four periods are found: 30 days corresponding to a monthly cycle, 80 days corresponding to a seasonal cycle, 360 days corresponding to an annual cycle, and 1100 days that correspond to a three-year cycle.Time-dependant Hurst exponent analysis further shows the strongest positive correlation in the three-year period, followed by weaker positive correlations in the annual and seasonal periods. The increase in Hurst exponent with an increase in the duration of the characteristic period indicates that the longer periods are influenced by large-scale mechanisms not prone to changes. A decrease over 1993–2003 in the positive correlation in the three-year period is found.
PB  - Beograd : Institut za nuklearne nauke "Vinča"
PB  - Društvo za zaštitu od zračenja Srbije i Crne Gore
C3  - Zbornik radova sa XXVIII Simpozijuma Društva za zaštitu od zračenja Srbije i Crne Gore, 30. septembar – 2. oktobar, 2015, Vršac, Srbija
T1  - Analiza dinamike specifične aktivnosti berilijuma-7 u površinskom sloju atmosfere
T1  - Analysis of dynamics of beryllium-7 specific activity in surface air
SP  - 35
EP  - 42
UR  - https://hdl.handle.net/21.15107/rcub_veterinar_2379
ER  - 

@conference{
author = "Sarvan, Darko and Stratimirović, Djordje and Blesić, Suzana and Ajtić, Jelena",
year = "2015",
abstract = "Dinamika specifične aktivnosti berilijuma-7 u površinskom sloju atmosfere analizirana je pomoću talasastih preslikavanja i vremenski zavisnim Hurstovim eksponentom. Specifična aktivnost berilijuma-7 merena je u Helsinkiju, Finska, od 1987. do 2011. godine, i baza podataka sadrţi preko 4000 merenja. Izabrane metode analize daju informacije o periodičnosti, ili kvazi-periodičnosti, kao i o dugodometnoj korelisanosti unutar vremenske serijespecifične aktivnosti berilijuma-7. Kako vremenska rezolucija merenja nije fiksirana, od celokupnog skupa merenja napravljana su dva niza: jedan sa nedeljnim, a drugi sa dnevnim podacima. PoreĎenja radi, analiza dinamike uraĎena je na oba niza. Talasasta preslikavanja pokazuju postojanje karakterističnih vremenau oba analizirana niza: 30 dana – što odgovara mesečnom periodu, 80 dana – tromesečni period, 360 dana – godišnji period,i 1100 dana – trogodišnji period. Analiza vremenski zavisnim Hurstovim eksponentom dodatno pokazuje najjaču pozitivnu korelisanost na trogodišnjem periodu, potom na godišnjem, a zatim i na tromesečnom. Opadanje Hurstovog eskponenta sa smanjenjem karakterističnog perioda ukazuje na to da su duţi periodi posledica globalnih uticaja, i stoga nisu lako podloţni promenama. PronaĎen je i pad u stepenu pozitivne korelisanosti za trogodišnji period tokom 1993– 2003. godine., The dynamics of the 7Be specific activity in surface air is analysed using wavelet transformations and time-dependant Hurst exponent. The investigated7Be specific activity database contains more than 4000 measurements conducted in Helsinki, Finland,over 1987–2011. The chosen methods of analysis offer information on periodicities and long-range correlations in the 7Be specific activity time series. Since the temporal resolution of the measurements varied, two data subseries are interpolated: one containing weekly, the other containing daily data. The analysis of the dynamics is performed on both subseries for comparison. Wavelet transformations show an existence of characteristic times in both subseries. Four periods are found: 30 days corresponding to a monthly cycle, 80 days corresponding to a seasonal cycle, 360 days corresponding to an annual cycle, and 1100 days that correspond to a three-year cycle.Time-dependant Hurst exponent analysis further shows the strongest positive correlation in the three-year period, followed by weaker positive correlations in the annual and seasonal periods. The increase in Hurst exponent with an increase in the duration of the characteristic period indicates that the longer periods are influenced by large-scale mechanisms not prone to changes. A decrease over 1993–2003 in the positive correlation in the three-year period is found.",
publisher = "Beograd : Institut za nuklearne nauke "Vinča", Društvo za zaštitu od zračenja Srbije i Crne Gore",
journal = "Zbornik radova sa XXVIII Simpozijuma Društva za zaštitu od zračenja Srbije i Crne Gore, 30. septembar – 2. oktobar, 2015, Vršac, Srbija",
title = "Analiza dinamike specifične aktivnosti berilijuma-7 u površinskom sloju atmosfere, Analysis of dynamics of beryllium-7 specific activity in surface air",
pages = "35-42",
url = "https://hdl.handle.net/21.15107/rcub_veterinar_2379"
}

Sarvan, D., Stratimirović, D., Blesić, S.,& Ajtić, J.. (2015). Analiza dinamike specifične aktivnosti berilijuma-7 u površinskom sloju atmosfere. in Zbornik radova sa XXVIII Simpozijuma Društva za zaštitu od zračenja Srbije i Crne Gore, 30. septembar – 2. oktobar, 2015, Vršac, Srbija
Beograd : Institut za nuklearne nauke "Vinča"., 35-42.
https://hdl.handle.net/21.15107/rcub_veterinar_2379

Sarvan D, Stratimirović D, Blesić S, Ajtić J. Analiza dinamike specifične aktivnosti berilijuma-7 u površinskom sloju atmosfere. in Zbornik radova sa XXVIII Simpozijuma Društva za zaštitu od zračenja Srbije i Crne Gore, 30. septembar – 2. oktobar, 2015, Vršac, Srbija. 2015;:35-42.
https://hdl.handle.net/21.15107/rcub_veterinar_2379 .

Sarvan, Darko, Stratimirović, Djordje, Blesić, Suzana, Ajtić, Jelena, "Analiza dinamike specifične aktivnosti berilijuma-7 u površinskom sloju atmosfere" in Zbornik radova sa XXVIII Simpozijuma Društva za zaštitu od zračenja Srbije i Crne Gore, 30. septembar – 2. oktobar, 2015, Vršac, Srbija (2015):35-42,
https://hdl.handle.net/21.15107/rcub_veterinar_2379 .

TY  - CONF
AU  - Stratimirović, Đorđe
AU  - Blesić, Suzana
AU  - Miljković, Vladimir
AU  - Sarvan, Darko
PY  - 2014
UR  - https://vet-erinar.vet.bg.ac.rs/handle/123456789/2704
AB  - 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.
C3  - International Conference on Statistical Physics (SigmaPhi2014), Rhodes, 7-11 July 2014
T1  - Scaling analysis of time series of stock market indices of transitional economies in the Western Balkans
UR  - https://hdl.handle.net/21.15107/rcub_veterinar_2704
ER  - 

@conference{
author = "Stratimirović, Đorđe and Blesić, Suzana and Miljković, Vladimir and Sarvan, Darko",
year = "2014",
abstract = "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.",
journal = "International Conference on Statistical Physics (SigmaPhi2014), Rhodes, 7-11 July 2014",
title = "Scaling analysis of time series of stock market indices of transitional economies in the Western Balkans",
url = "https://hdl.handle.net/21.15107/rcub_veterinar_2704"
}

Stratimirović, Đ., Blesić, S., Miljković, V.,& Sarvan, D.. (2014). Scaling analysis of time series of stock market indices of transitional economies in the Western Balkans. in International Conference on Statistical Physics (SigmaPhi2014), Rhodes, 7-11 July 2014.
https://hdl.handle.net/21.15107/rcub_veterinar_2704

Stratimirović Đ, Blesić S, Miljković V, Sarvan D. Scaling analysis of time series of stock market indices of transitional economies in the Western Balkans. in International Conference on Statistical Physics (SigmaPhi2014), Rhodes, 7-11 July 2014. 2014;.
https://hdl.handle.net/21.15107/rcub_veterinar_2704 .

Stratimirović, Đorđe, Blesić, Suzana, Miljković, Vladimir, Sarvan, Darko, "Scaling analysis of time series of stock market indices of transitional economies in the Western Balkans" in International Conference on Statistical Physics (SigmaPhi2014), Rhodes, 7-11 July 2014 (2014),
https://hdl.handle.net/21.15107/rcub_veterinar_2704 .